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 | 0.27% | 3.61 CHF | 3.62 CHF | 30'000 | 30'000 | 29'999 | 29'999 | 109'518 CHF | 109'818 CHF | 99.99% | 99.99% |
12.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 107'072 CHF | 107'372 CHF | 100.00% | 100.00% |
11.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 108'536 CHF | 108'836 CHF | 99.98% | 99.98% |
10.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 105'823 CHF | 106'123 CHF | 100.00% | 100.00% |
09.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 30'000 | 30'000 | 29'903 | 29'903 | 107'285 CHF | 107'585 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 30'000 | 30'000 | 29'951 | 29'951 | 103'284 CHF | 103'584 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 99'034 CHF | 99'334 CHF | 99.96% | 99.96% |
04.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 98'587 CHF | 98'887 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 96'551 CHF | 96'851 CHF | 100.00% | 100.00% |
02.07.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 98'230 CHF | 98'530 CHF | 99.74% | 99.74% |