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 | 0.32% | 3.06 CHF | 3.07 CHF | 120'000 | 120'000 | 116'734 | 116'734 | 360'999 CHF | 362'166 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 361'926 CHF | 363'126 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 120'000 | 120'000 | 119'929 | 119'929 | 355'121 CHF | 356'321 CHF | 99.82% | 99.82% |
10.07.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 346'616 CHF | 347'816 CHF | 99.16% | 99.16% |
09.07.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 120'000 | 120'000 | 119'847 | 119'847 | 349'170 CHF | 350'370 CHF | 99.77% | 99.77% |
08.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 348'284 CHF | 349'484 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 352'914 CHF | 354'114 CHF | 99.81% | 99.81% |
04.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 353'105 CHF | 354'305 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 350'118 CHF | 351'318 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 342'346 CHF | 343'546 CHF | 100.00% | 100.00% |