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 | 0.55% | 3.39 CHF | 3.40 CHF | 95'000 | 95'000 | 44'091 | 44'091 | 144'573 CHF | 145'244 CHF | 100.00% | 100.00% |
12.07.2024 | 0.51% | 3.15 CHF | 3.16 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 139'643 CHF | 140'232 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 3.14 CHF | 3.15 CHF | 100'000 | 100'000 | 44'504 | 44'504 | 143'616 CHF | 144'289 CHF | 99.99% | 99.99% |
10.07.2024 | 0.50% | 3.12 CHF | 3.13 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 138'868 CHF | 139'448 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 3.08 CHF | 3.09 CHF | 100'000 | 100'000 | 44'726 | 44'726 | 140'685 CHF | 141'320 CHF | 99.99% | 99.99% |
08.07.2024 | 0.57% | 3.12 CHF | 3.13 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 138'088 CHF | 138'757 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 3.01 CHF | 3.02 CHF | 105'000 | 105'000 | 47'592 | 47'592 | 136'909 CHF | 137'530 CHF | 99.61% | 99.61% |
04.07.2024 | 0.54% | 2.81 CHF | 2.82 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 95'591 CHF | 96'075 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 2.85 CHF | 2.86 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 133'435 CHF | 134'048 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 2.87 CHF | 2.88 CHF | 105'000 | 105'000 | 45'842 | 45'842 | 129'126 CHF | 129'733 CHF | 100.00% | 100.00% |