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 | 0.36% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 87'940 | 87'940 | 253'090 CHF | 253'973 CHF | 99.97% | 99.97% |
12.07.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 260'000 | 260'000 | 89'962 | 89'962 | 257'406 CHF | 258'307 CHF | 100.00% | 100.00% |
11.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 250'000 | 250'000 | 86'486 | 86'486 | 259'164 CHF | 260'033 CHF | 100.00% | 100.00% |
10.07.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 250'000 | 250'000 | 84'779 | 84'779 | 265'728 CHF | 266'576 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 240'000 | 240'000 | 83'114 | 83'114 | 265'920 CHF | 266'752 CHF | 99.99% | 99.99% |
08.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 240'000 | 240'000 | 83'418 | 83'418 | 264'561 CHF | 265'396 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 240'000 | 240'000 | 82'895 | 82'895 | 262'898 CHF | 263'727 CHF | 99.81% | 99.81% |
04.07.2024 | 0.45% | 3.14 CHF | 3.17 CHF | 24'000 | 24'000 | 36'688 | 36'688 | 114'859 CHF | 115'329 CHF | 99.49% | 99.49% |
03.07.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 240'000 | 240'000 | 84'376 | 84'376 | 263'528 CHF | 264'372 CHF | 99.79% | 99.79% |
02.07.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 240'000 | 240'000 | 86'451 | 86'451 | 265'875 CHF | 266'741 CHF | 100.00% | 100.00% |