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 | 0.62% | 3.02 CHF | 3.03 CHF | 95'000 | 95'000 | 44'091 | 44'091 | 128'700 CHF | 129'370 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 2.80 CHF | 2.81 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 123'617 CHF | 124'206 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 2.78 CHF | 2.79 CHF | 100'000 | 100'000 | 44'492 | 44'492 | 127'620 CHF | 128'293 CHF | 99.97% | 99.97% |
10.07.2024 | 0.56% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 122'940 CHF | 123'520 CHF | 100.00% | 100.00% |
09.07.2024 | 0.60% | 2.72 CHF | 2.73 CHF | 100'000 | 100'000 | 44'731 | 44'731 | 124'735 CHF | 125'370 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 44'383 | 44'383 | 122'281 CHF | 122'950 CHF | 99.99% | 99.99% |
05.07.2024 | 0.63% | 2.66 CHF | 2.67 CHF | 105'000 | 105'000 | 47'596 | 47'596 | 120'268 CHF | 120'889 CHF | 99.63% | 99.63% |
04.07.2024 | 0.62% | 2.46 CHF | 2.47 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 83'763 CHF | 84'247 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 2.50 CHF | 2.51 CHF | 105'000 | 105'000 | 47'165 | 47'165 | 117'044 CHF | 117'658 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 2.52 CHF | 2.53 CHF | 105'000 | 105'000 | 45'841 | 45'841 | 113'182 CHF | 113'789 CHF | 100.00% | 100.00% |