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 | 0.35% | 3.07 CHF | 3.08 CHF | 250'000 | 250'000 | 87'942 | 87'942 | 261'923 CHF | 262'806 CHF | 99.97% | 99.97% |
12.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 260'000 | 260'000 | 89'963 | 89'963 | 266'436 CHF | 267'337 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 250'000 | 250'000 | 86'485 | 86'485 | 267'833 CHF | 268'702 CHF | 100.00% | 100.00% |
10.07.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 250'000 | 250'000 | 84'780 | 84'780 | 274'258 CHF | 275'107 CHF | 100.00% | 100.00% |
09.07.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 240'000 | 240'000 | 83'074 | 83'074 | 274'135 CHF | 274'967 CHF | 99.99% | 99.99% |
08.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 240'000 | 240'000 | 83'423 | 83'423 | 272'942 CHF | 273'777 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 240'000 | 240'000 | 82'905 | 82'905 | 271'245 CHF | 272'075 CHF | 99.82% | 99.82% |
04.07.2024 | 0.44% | 3.24 CHF | 3.27 CHF | 24'000 | 24'000 | 36'689 | 36'689 | 118'551 CHF | 119'021 CHF | 99.50% | 99.50% |
03.07.2024 | 0.32% | 3.23 CHF | 3.24 CHF | 240'000 | 240'000 | 84'425 | 84'425 | 272'187 CHF | 273'032 CHF | 99.82% | 99.82% |
02.07.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 240'000 | 240'000 | 86'450 | 86'450 | 274'619 CHF | 275'485 CHF | 100.00% | 100.00% |