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% | 3.01 CHF | 3.02 CHF | 95'000 | 95'000 | 44'081 | 44'081 | 127'737 CHF | 128'407 CHF | 99.98% | 99.98% |
12.07.2024 | 0.58% | 2.77 CHF | 2.78 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 122'404 CHF | 122'993 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 44'430 | 44'430 | 126'418 CHF | 127'089 CHF | 99.99% | 99.99% |
10.07.2024 | 0.57% | 2.74 CHF | 2.75 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 121'835 CHF | 122'416 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 2.69 CHF | 2.70 CHF | 100'000 | 100'000 | 44'731 | 44'731 | 123'607 CHF | 124'242 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 2.73 CHF | 2.74 CHF | 100'000 | 100'000 | 44'383 | 44'383 | 121'133 CHF | 121'802 CHF | 99.99% | 99.99% |
05.07.2024 | 0.64% | 2.63 CHF | 2.64 CHF | 105'000 | 105'000 | 47'596 | 47'596 | 118'694 CHF | 119'316 CHF | 99.62% | 99.62% |
04.07.2024 | 0.63% | 2.42 CHF | 2.43 CHF | 42'000 | 42'000 | 34'021 | 34'021 | 82'559 CHF | 83'043 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 2.47 CHF | 2.48 CHF | 105'000 | 105'000 | 47'165 | 47'165 | 115'412 CHF | 116'025 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 2.48 CHF | 2.49 CHF | 105'000 | 105'000 | 45'834 | 45'834 | 111'560 CHF | 112'166 CHF | 99.98% | 99.98% |