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 | 0.28% | 3.79 CHF | 3.80 CHF | 250'000 | 250'000 | 87'929 | 87'929 | 324'756 CHF | 325'639 CHF | 99.99% | 99.99% |
12.07.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 260'000 | 260'000 | 89'948 | 89'948 | 330'733 CHF | 331'633 CHF | 99.99% | 99.99% |
11.07.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 250'000 | 250'000 | 86'488 | 86'488 | 329'666 CHF | 330'534 CHF | 100.00% | 100.00% |
10.07.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 250'000 | 250'000 | 84'779 | 84'779 | 335'119 CHF | 335'968 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 240'000 | 240'000 | 83'085 | 83'085 | 333'631 CHF | 334'463 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 240'000 | 240'000 | 83'420 | 83'420 | 332'476 CHF | 333'312 CHF | 100.00% | 100.00% |
05.07.2024 | 0.26% | 4.06 CHF | 4.07 CHF | 240'000 | 240'000 | 82'888 | 82'888 | 330'553 CHF | 331'383 CHF | 99.81% | 99.81% |
04.07.2024 | 0.36% | 3.95 CHF | 3.98 CHF | 24'000 | 24'000 | 36'690 | 36'690 | 144'913 CHF | 145'383 CHF | 99.49% | 99.49% |
03.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 240'000 | 240'000 | 84'725 | 84'725 | 333'974 CHF | 334'822 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 240'000 | 240'000 | 86'452 | 86'452 | 336'885 CHF | 337'750 CHF | 100.00% | 100.00% |