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 | 0.33% | 3.30 CHF | 3.31 CHF | 250'000 | 250'000 | 87'977 | 87'977 | 281'814 CHF | 282'698 CHF | 99.90% | 99.90% |
12.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 260'000 | 260'000 | 89'948 | 89'948 | 286'653 CHF | 287'553 CHF | 99.99% | 99.99% |
11.07.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 250'000 | 250'000 | 86'486 | 86'486 | 287'295 CHF | 288'163 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 250'000 | 250'000 | 84'780 | 84'780 | 293'452 CHF | 294'301 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 240'000 | 240'000 | 83'117 | 83'117 | 293'006 CHF | 293'838 CHF | 99.93% | 99.93% |
08.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 240'000 | 240'000 | 83'423 | 83'423 | 291'670 CHF | 292'505 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.57 CHF | 3.58 CHF | 240'000 | 240'000 | 82'911 | 82'911 | 289'992 CHF | 290'822 CHF | 99.82% | 99.82% |
04.07.2024 | 0.41% | 3.46 CHF | 3.49 CHF | 24'000 | 24'000 | 36'687 | 36'687 | 126'874 CHF | 127'344 CHF | 99.50% | 99.50% |
03.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 240'000 | 240'000 | 84'027 | 84'027 | 289'892 CHF | 290'733 CHF | 99.57% | 99.57% |
02.07.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 240'000 | 240'000 | 86'435 | 86'435 | 294'193 CHF | 295'058 CHF | 99.99% | 99.99% |