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 | 0.47% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 54'516 | 54'516 | 166'043 CHF | 166'748 CHF | 99.71% | 99.71% |
12.07.2024 | 0.67% | 3.04 CHF | 3.06 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 111'362 CHF | 112'112 CHF | 99.01% | 99.01% |
11.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'449 CHF | 220'199 CHF | 99.07% | 99.07% |
10.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'229 CHF | 215'979 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'818 CHF | 214'568 CHF | 99.62% | 99.62% |
08.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'863 CHF | 213'613 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'035 CHF | 215'785 CHF | 98.86% | 98.86% |
04.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'745 CHF | 210'495 CHF | 100.00% | 100.00% |
03.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'448 CHF | 201'198 CHF | 99.82% | 99.82% |
02.07.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'873 CHF | 194'623 CHF | 100.00% | 100.00% |