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 | 0.29% | 3.37 CHF | 3.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 204'344 CHF | 204'944 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 199'515 CHF | 200'115 CHF | 98.12% | 98.12% |
11.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 196'713 CHF | 197'313 CHF | 99.43% | 99.43% |
10.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 193'326 CHF | 193'926 CHF | 99.83% | 99.83% |
09.07.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 192'200 CHF | 192'800 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 191'439 CHF | 192'039 CHF | 100.00% | 100.00% |
05.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 193'292 CHF | 193'892 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 189'054 CHF | 189'654 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 181'620 CHF | 182'220 CHF | 99.51% | 99.51% |
02.07.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 176'381 CHF | 176'981 CHF | 99.94% | 99.94% |