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 | 0.56% | 3.31 CHF | 3.32 CHF | 95'000 | 95'000 | 44'228 | 44'228 | 141'457 CHF | 142'129 CHF | 99.25% | 99.25% |
12.07.2024 | 0.52% | 3.07 CHF | 3.08 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 136'001 CHF | 136'590 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 3.06 CHF | 3.07 CHF | 100'000 | 100'000 | 44'500 | 44'500 | 140'021 CHF | 140'694 CHF | 99.98% | 99.98% |
10.07.2024 | 0.51% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 135'256 CHF | 135'836 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 3.00 CHF | 3.01 CHF | 100'000 | 100'000 | 44'727 | 44'727 | 137'086 CHF | 137'721 CHF | 99.99% | 99.99% |
08.07.2024 | 0.59% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 134'506 CHF | 135'176 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 2.93 CHF | 2.94 CHF | 105'000 | 105'000 | 47'596 | 47'596 | 133'068 CHF | 133'690 CHF | 99.62% | 99.62% |
04.07.2024 | 0.56% | 2.72 CHF | 2.73 CHF | 42'000 | 42'000 | 34'048 | 34'048 | 92'885 CHF | 93'368 CHF | 99.65% | 99.65% |
03.07.2024 | 0.56% | 2.77 CHF | 2.78 CHF | 105'000 | 105'000 | 47'165 | 47'165 | 129'605 CHF | 130'219 CHF | 100.00% | 100.00% |
02.07.2024 | 0.57% | 2.79 CHF | 2.80 CHF | 105'000 | 105'000 | 45'842 | 45'842 | 125'478 CHF | 126'085 CHF | 100.00% | 100.00% |