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 | 0.37% | 2.66 CHF | 2.67 CHF | 214'000 | 214'000 | 107'657 | 107'657 | 295'858 CHF | 296'939 CHF | 98.75% | 98.75% |
12.07.2024 | 0.31% | 3.05 CHF | 3.06 CHF | 224'000 | 224'000 | 115'992 | 115'992 | 380'293 CHF | 381'456 CHF | 99.75% | 99.75% |
11.07.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 214'000 | 214'000 | 104'737 | 104'737 | 276'578 CHF | 277'634 CHF | 99.97% | 99.97% |
10.07.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 214'000 | 214'000 | 105'328 | 105'328 | 283'873 CHF | 284'929 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 2.80 CHF | 2.81 CHF | 217'000 | 217'000 | 109'698 | 109'698 | 321'705 CHF | 322'804 CHF | 99.14% | 99.14% |
08.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 217'000 | 217'000 | 111'255 | 111'255 | 337'690 CHF | 338'806 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 224'000 | 224'000 | 111'421 | 111'421 | 339'697 CHF | 340'813 CHF | 99.29% | 99.29% |
04.07.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 114'000 | 114'000 | 89'422 | 89'422 | 284'103 CHF | 284'997 CHF | 95.28% | 95.28% |
03.07.2024 | 0.30% | 3.21 CHF | 3.22 CHF | 227'000 | 227'000 | 113'230 | 113'230 | 378'654 CHF | 379'789 CHF | 96.23% | 96.23% |
02.07.2024 | 0.25% | 3.63 CHF | 3.64 CHF | 244'000 | 244'000 | 121'741 | 121'741 | 481'772 CHF | 482'995 CHF | 99.16% | 99.16% |