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 | 0.51% | 3.18 CHF | 3.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'804 CHF | 31'967 CHF | 100.00% | 100.00% |
12.07.2024 | 0.50% | 3.19 CHF | 3.20 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'361 CHF | 32'524 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 3.12 CHF | 3.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'021 CHF | 32'186 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 3.21 CHF | 3.23 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'990 CHF | 32'150 CHF | 100.00% | 100.00% |
09.07.2024 | 0.52% | 3.20 CHF | 3.22 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 31'981 CHF | 32'147 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 3.25 CHF | 3.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 32'621 CHF | 32'799 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 3.44 CHF | 3.46 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'416 CHF | 36'610 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 3.85 CHF | 3.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 37'211 CHF | 37'390 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 3.43 CHF | 3.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'887 CHF | 35'071 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 3.56 CHF | 3.58 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'356 CHF | 36'525 CHF | 99.70% | 99.70% |