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 | 0.39% | 2.81 CHF | 2.82 CHF | 250'000 | 250'000 | 87'950 | 87'950 | 239'118 CHF | 240'001 CHF | 99.94% | 99.94% |
12.07.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 260'000 | 260'000 | 89'963 | 89'963 | 243'097 CHF | 243'998 CHF | 100.00% | 100.00% |
11.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 250'000 | 250'000 | 86'489 | 86'489 | 245'411 CHF | 246'280 CHF | 100.00% | 100.00% |
10.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 250'000 | 250'000 | 84'780 | 84'780 | 252'168 CHF | 253'017 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 3.08 CHF | 3.09 CHF | 240'000 | 240'000 | 83'114 | 83'114 | 252'648 CHF | 253'480 CHF | 99.99% | 99.99% |
08.07.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 240'000 | 240'000 | 83'415 | 83'415 | 251'261 CHF | 252'096 CHF | 100.00% | 100.00% |
05.07.2024 | 0.34% | 3.08 CHF | 3.09 CHF | 240'000 | 240'000 | 82'894 | 82'894 | 249'651 CHF | 250'481 CHF | 99.81% | 99.81% |
04.07.2024 | 0.48% | 2.98 CHF | 3.01 CHF | 24'000 | 24'000 | 36'689 | 36'689 | 108'997 CHF | 109'467 CHF | 99.49% | 99.49% |
03.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 240'000 | 240'000 | 84'381 | 84'381 | 250'034 CHF | 250'879 CHF | 99.79% | 99.79% |
02.07.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 240'000 | 240'000 | 86'450 | 86'450 | 252'004 CHF | 252'870 CHF | 100.00% | 100.00% |