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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.40% | 3.19 CHF | 3.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'976 CHF | 31'100 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'994 CHF | 30'096 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'488 CHF | 28'588 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'563 CHF | 29'665 CHF | 100.00% | 100.00% |
08.07.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'299 CHF | 30'403 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'105 CHF | 32'213 CHF | 100.00% | 100.00% |
04.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'894 CHF | 30'997 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'994 CHF | 30'096 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'423 CHF | 28'523 CHF | 100.00% | 100.00% |
01.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'598 CHF | 29'698 CHF | 100.00% | 100.00% |