Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'114 CHF | 162'614 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'945 CHF | 150'445 CHF | 99.68% | 99.68% |
11.07.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 158'839 CHF | 159'339 CHF | 99.02% | 99.02% |
10.07.2024 | 0.30% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'404 CHF | 164'904 CHF | 96.09% | 96.09% |
09.07.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 162'453 CHF | 162'953 CHF | 99.67% | 99.67% |
08.07.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'106 CHF | 157'606 CHF | 99.85% | 99.85% |
05.07.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'512 CHF | 149'012 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'815 CHF | 153'315 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'711 CHF | 155'211 CHF | 99.25% | 99.25% |
02.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'904 CHF | 155'404 CHF | 99.65% | 99.65% |