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 | 0.58% | 3.21 CHF | 3.22 CHF | 95'000 | 95'000 | 44'234 | 44'234 | 137'130 CHF | 137'801 CHF | 99.26% | 99.26% |
12.07.2024 | 0.54% | 2.97 CHF | 2.98 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 131'562 CHF | 132'151 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 2.96 CHF | 2.97 CHF | 100'000 | 100'000 | 44'418 | 44'418 | 135'462 CHF | 136'133 CHF | 99.97% | 99.97% |
10.07.2024 | 0.53% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 130'909 CHF | 131'489 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 44'726 | 44'726 | 132'657 CHF | 133'292 CHF | 99.99% | 99.99% |
08.07.2024 | 0.61% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 130'197 CHF | 130'867 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 2.83 CHF | 2.84 CHF | 105'000 | 105'000 | 47'592 | 47'592 | 128'358 CHF | 128'980 CHF | 99.61% | 99.61% |
04.07.2024 | 0.58% | 2.63 CHF | 2.64 CHF | 42'000 | 42'000 | 34'048 | 34'048 | 89'616 CHF | 90'100 CHF | 99.65% | 99.65% |
03.07.2024 | 0.58% | 2.67 CHF | 2.68 CHF | 105'000 | 105'000 | 47'165 | 47'165 | 125'024 CHF | 125'638 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 2.69 CHF | 2.70 CHF | 105'000 | 105'000 | 45'842 | 45'842 | 120'928 CHF | 121'535 CHF | 100.00% | 100.00% |