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 | 0.31% | 3.22 CHF | 3.23 CHF | 30'000 | 30'000 | 29'999 | 29'999 | 97'862 CHF | 98'162 CHF | 99.99% | 99.99% |
12.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 95'449 CHF | 95'749 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 96'906 CHF | 97'206 CHF | 99.97% | 99.97% |
10.07.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 94'190 CHF | 94'490 CHF | 99.99% | 99.99% |
09.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 30'000 | 30'000 | 29'901 | 29'901 | 95'682 CHF | 95'982 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 30'000 | 30'000 | 29'947 | 29'947 | 91'671 CHF | 91'970 CHF | 99.74% | 99.74% |
05.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 30'000 | 30'000 | 29'997 | 29'997 | 87'459 CHF | 87'759 CHF | 99.81% | 99.81% |
04.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 30'000 | 30'000 | 29'998 | 29'998 | 87'030 CHF | 87'330 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 85'053 CHF | 85'353 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 86'799 CHF | 87'099 CHF | 99.98% | 99.98% |