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% | 3.95 CHF | 3.97 CHF | 21'000 | 21'000 | 20'937 | 20'937 | 82'619 CHF | 83'037 CHF | 98.92% | 98.92% |
12.07.2024 | 0.50% | 3.96 CHF | 3.98 CHF | 21'500 | 21'500 | 22'013 | 22'013 | 87'472 CHF | 87'912 CHF | 98.65% | 98.65% |
11.07.2024 | 0.50% | 3.99 CHF | 4.01 CHF | 22'500 | 22'500 | 22'483 | 22'483 | 89'566 CHF | 90'016 CHF | 98.72% | 98.72% |
10.07.2024 | 0.50% | 3.97 CHF | 3.99 CHF | 22'000 | 22'000 | 22'530 | 22'530 | 89'749 CHF | 90'200 CHF | 98.95% | 98.95% |
09.07.2024 | 0.51% | 3.99 CHF | 4.01 CHF | 23'000 | 23'000 | 22'458 | 22'458 | 89'564 CHF | 90'014 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 3.99 CHF | 4.01 CHF | 23'000 | 23'000 | 22'280 | 22'280 | 88'760 CHF | 89'206 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 3.98 CHF | 4.00 CHF | 22'500 | 22'500 | 22'713 | 22'713 | 90'673 CHF | 91'128 CHF | 100.00% | 100.00% |
04.07.2024 | 0.50% | 4.00 CHF | 4.02 CHF | 23'500 | 23'500 | 22'946 | 22'946 | 91'726 CHF | 92'186 CHF | 100.00% | 100.00% |
03.07.2024 | 0.51% | 3.99 CHF | 4.01 CHF | 23'000 | 23'000 | 22'058 | 22'058 | 87'785 CHF | 88'227 CHF | 98.70% | 98.70% |
02.07.2024 | 0.51% | 3.96 CHF | 3.98 CHF | 21'000 | 21'000 | 21'110 | 21'110 | 83'670 CHF | 84'093 CHF | 100.00% | 100.00% |