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 | 0.36% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'022 CHF | 138'522 CHF | 98.95% | 98.95% |
12.07.2024 | 0.34% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'095 CHF | 146'595 CHF | 98.64% | 98.64% |
11.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 145'667 CHF | 146'167 CHF | 80.49% | 80.49% |
10.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'720 CHF | 147'220 CHF | 95.10% | 95.10% |
09.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'079 CHF | 143'579 CHF | 98.62% | 98.62% |
08.07.2024 | 0.33% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 30'445 | 30'445 | 91'027 CHF | 91'331 CHF | 98.97% | 98.97% |
05.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'986 CHF | 77'236 CHF | 99.14% | 99.14% |
04.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'384 CHF | 77'634 CHF | 99.18% | 99.18% |
03.07.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'449 CHF | 78'699 CHF | 98.44% | 98.44% |
02.07.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'069 CHF | 81'319 CHF | 98.84% | 98.84% |