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 | 0.30% | 3.60 CHF | 3.61 CHF | 250'000 | 250'000 | 87'954 | 87'954 | 307'880 CHF | 308'764 CHF | 99.94% | 99.94% |
12.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 260'000 | 260'000 | 89'964 | 89'964 | 313'449 CHF | 314'349 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 250'000 | 250'000 | 86'491 | 86'491 | 312'979 CHF | 313'848 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 250'000 | 250'000 | 84'780 | 84'780 | 318'659 CHF | 319'508 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 240'000 | 240'000 | 83'085 | 83'085 | 317'630 CHF | 318'462 CHF | 100.00% | 100.00% |
08.07.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 240'000 | 240'000 | 83'420 | 83'420 | 316'463 CHF | 317'298 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 3.87 CHF | 3.88 CHF | 240'000 | 240'000 | 82'898 | 82'898 | 314'589 CHF | 315'419 CHF | 99.81% | 99.81% |
04.07.2024 | 0.38% | 3.76 CHF | 3.79 CHF | 24'000 | 24'000 | 36'689 | 36'689 | 137'858 CHF | 138'328 CHF | 99.49% | 99.49% |
03.07.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 240'000 | 240'000 | 84'631 | 84'631 | 317'263 CHF | 318'110 CHF | 99.94% | 99.94% |
02.07.2024 | 0.28% | 3.76 CHF | 3.77 CHF | 240'000 | 240'000 | 86'453 | 86'453 | 320'134 CHF | 321'000 CHF | 100.00% | 100.00% |