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 | 0.31% | 3.49 CHF | 3.50 CHF | 250'000 | 250'000 | 87'944 | 87'944 | 298'716 CHF | 299'599 CHF | 99.97% | 99.97% |
12.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 260'000 | 260'000 | 89'964 | 89'964 | 304'048 CHF | 304'948 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 250'000 | 250'000 | 86'490 | 86'490 | 303'999 CHF | 304'867 CHF | 100.00% | 100.00% |
10.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 84'774 | 84'774 | 309'857 CHF | 310'706 CHF | 100.00% | 100.00% |
09.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 240'000 | 240'000 | 83'074 | 83'074 | 308'994 CHF | 309'825 CHF | 99.99% | 99.99% |
08.07.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 240'000 | 240'000 | 83'423 | 83'423 | 307'844 CHF | 308'679 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.76 CHF | 3.77 CHF | 240'000 | 240'000 | 82'886 | 82'886 | 305'950 CHF | 306'780 CHF | 99.81% | 99.81% |
04.07.2024 | 0.39% | 3.66 CHF | 3.69 CHF | 24'000 | 24'000 | 36'689 | 36'689 | 133'970 CHF | 134'440 CHF | 99.49% | 99.49% |
03.07.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 240'000 | 240'000 | 84'439 | 84'439 | 307'749 CHF | 308'594 CHF | 99.80% | 99.80% |
02.07.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 240'000 | 240'000 | 86'450 | 86'450 | 311'094 CHF | 311'960 CHF | 100.00% | 100.00% |