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% | 3.10 CHF | 3.11 CHF | 120'000 | 120'000 | 116'737 | 116'737 | 365'559 CHF | 366'726 CHF | 100.00% | 100.00% |
12.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 366'613 CHF | 367'813 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 120'000 | 120'000 | 119'932 | 119'932 | 359'788 CHF | 360'988 CHF | 99.82% | 99.82% |
10.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 351'262 CHF | 352'462 CHF | 99.16% | 99.16% |
09.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120'000 | 120'000 | 119'848 | 119'848 | 353'804 CHF | 355'004 CHF | 99.73% | 99.73% |
08.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 352'762 CHF | 353'962 CHF | 99.99% | 99.99% |
05.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 357'533 CHF | 358'733 CHF | 99.81% | 99.81% |
04.07.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 357'797 CHF | 358'997 CHF | 100.00% | 100.00% |
03.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 354'754 CHF | 355'954 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 346'959 CHF | 348'159 CHF | 100.00% | 100.00% |