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 | 0.34% | 3.19 CHF | 3.20 CHF | 250'000 | 250'000 | 87'954 | 87'954 | 272'662 CHF | 273'545 CHF | 99.94% | 99.94% |
12.07.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 260'000 | 260'000 | 89'962 | 89'962 | 277'408 CHF | 278'309 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 250'000 | 250'000 | 86'488 | 86'488 | 278'330 CHF | 279'198 CHF | 100.00% | 100.00% |
10.07.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 250'000 | 250'000 | 84'782 | 84'782 | 284'578 CHF | 285'427 CHF | 100.00% | 100.00% |
09.07.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 240'000 | 240'000 | 83'130 | 83'130 | 284'439 CHF | 285'271 CHF | 100.00% | 100.00% |
08.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 240'000 | 240'000 | 83'421 | 83'421 | 283'081 CHF | 283'916 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 240'000 | 240'000 | 82'900 | 82'900 | 281'325 CHF | 282'155 CHF | 99.82% | 99.82% |
04.07.2024 | 0.42% | 3.36 CHF | 3.39 CHF | 24'000 | 24'000 | 36'688 | 36'688 | 123'061 CHF | 123'531 CHF | 99.50% | 99.50% |
03.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 240'000 | 240'000 | 84'596 | 84'596 | 283'099 CHF | 283'946 CHF | 99.89% | 99.89% |
02.07.2024 | 0.31% | 3.36 CHF | 3.37 CHF | 240'000 | 240'000 | 86'452 | 86'452 | 285'261 CHF | 286'127 CHF | 100.00% | 100.00% |