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 | 0.40% | 3.33 CHF | 3.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 339'200 CHF | 340'576 CHF | 98.06% | 98.06% |
12.07.2024 | 0.42% | 3.35 CHF | 3.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 336'286 CHF | 337'695 CHF | 99.32% | 99.32% |
11.07.2024 | 0.41% | 3.35 CHF | 3.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 339'651 CHF | 341'030 CHF | 99.06% | 99.06% |
10.07.2024 | 0.44% | 3.32 CHF | 3.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 328'679 CHF | 330'119 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 3.24 CHF | 3.26 CHF | 100'000 | 100'000 | 59'267 | 59'267 | 193'135 CHF | 194'392 CHF | 99.90% | 99.90% |
08.07.2024 | 0.44% | 3.23 CHF | 3.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 321'859 CHF | 323'293 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 3.15 CHF | 3.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 317'328 CHF | 318'865 CHF | 99.53% | 99.53% |
04.07.2024 | 0.42% | 3.25 CHF | 3.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 324'373 CHF | 325'751 CHF | 100.00% | 100.00% |
03.07.2024 | 0.45% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 318'242 CHF | 319'676 CHF | 99.72% | 99.72% |
02.07.2024 | 0.43% | 3.26 CHF | 3.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 326'307 CHF | 327'728 CHF | 100.00% | 100.00% |