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 | 0.33% | 3.01 CHF | 3.02 CHF | 214'000 | 214'000 | 107'676 | 107'676 | 333'647 CHF | 334'729 CHF | 98.75% | 98.75% |
12.07.2024 | 0.28% | 3.40 CHF | 3.41 CHF | 224'000 | 224'000 | 115'975 | 115'975 | 420'877 CHF | 422'040 CHF | 99.75% | 99.75% |
11.07.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 214'000 | 214'000 | 104'745 | 104'745 | 313'331 CHF | 314'387 CHF | 99.98% | 99.98% |
10.07.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 214'000 | 214'000 | 105'330 | 105'330 | 320'915 CHF | 321'971 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 217'000 | 217'000 | 109'697 | 109'697 | 360'238 CHF | 361'337 CHF | 99.14% | 99.14% |
08.07.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 217'000 | 217'000 | 111'258 | 111'258 | 376'695 CHF | 377'811 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 224'000 | 224'000 | 111'402 | 111'402 | 378'803 CHF | 379'919 CHF | 99.27% | 99.27% |
04.07.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 114'000 | 114'000 | 89'422 | 89'422 | 315'591 CHF | 316'485 CHF | 95.28% | 95.28% |
03.07.2024 | 0.27% | 3.56 CHF | 3.57 CHF | 227'000 | 227'000 | 113'178 | 113'178 | 418'424 CHF | 419'558 CHF | 96.25% | 96.25% |
02.07.2024 | 0.23% | 3.98 CHF | 3.99 CHF | 244'000 | 244'000 | 121'738 | 121'738 | 524'797 CHF | 526'021 CHF | 99.16% | 99.16% |