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% | 3.89 CHF | 3.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 394'982 CHF | 396'390 CHF | 98.08% | 98.08% |
12.07.2024 | 0.36% | 3.91 CHF | 3.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 392'092 CHF | 393'491 CHF | 99.32% | 99.32% |
11.07.2024 | 0.35% | 3.91 CHF | 3.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 395'491 CHF | 396'860 CHF | 98.73% | 98.73% |
10.07.2024 | 0.38% | 3.88 CHF | 3.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 384'462 CHF | 385'908 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 3.80 CHF | 3.82 CHF | 100'000 | 100'000 | 59'267 | 59'267 | 226'195 CHF | 227'458 CHF | 99.90% | 99.90% |
08.07.2024 | 0.37% | 3.79 CHF | 3.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 377'632 CHF | 379'041 CHF | 99.25% | 99.25% |
05.07.2024 | 0.37% | 3.71 CHF | 3.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 373'141 CHF | 374'517 CHF | 99.53% | 99.53% |
04.07.2024 | 0.42% | 3.81 CHF | 3.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 380'000 CHF | 381'602 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 3.75 CHF | 3.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 374'012 CHF | 375'463 CHF | 99.72% | 99.72% |
02.07.2024 | 0.37% | 3.82 CHF | 3.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 382'012 CHF | 383'432 CHF | 99.94% | 99.94% |