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 | 44'234 | 44'234 | 128'502 CHF | 129'173 CHF | 99.26% | 99.26% |
12.07.2024 | 0.58% | 2.78 CHF | 2.79 CHF | 100'000 | 100'000 | 45'191 | 45'191 | 122'738 CHF | 123'327 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 44'429 | 44'429 | 126'818 CHF | 127'490 CHF | 99.99% | 99.99% |
10.07.2024 | 0.57% | 2.74 CHF | 2.75 CHF | 100'000 | 100'000 | 44'714 | 44'714 | 122'154 CHF | 122'734 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 44'724 | 44'724 | 123'914 CHF | 124'549 CHF | 99.99% | 99.99% |
08.07.2024 | 0.65% | 2.74 CHF | 2.75 CHF | 100'000 | 100'000 | 44'388 | 44'388 | 121'549 CHF | 122'218 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 2.64 CHF | 2.65 CHF | 105'000 | 105'000 | 47'598 | 47'598 | 119'112 CHF | 119'734 CHF | 99.63% | 99.63% |
04.07.2024 | 0.63% | 2.43 CHF | 2.44 CHF | 42'000 | 42'000 | 34'048 | 34'048 | 82'889 CHF | 83'372 CHF | 99.65% | 99.65% |
03.07.2024 | 0.63% | 2.47 CHF | 2.48 CHF | 105'000 | 105'000 | 47'164 | 47'164 | 115'757 CHF | 116'371 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 2.49 CHF | 2.50 CHF | 105'000 | 105'000 | 45'828 | 45'828 | 111'865 CHF | 112'472 CHF | 99.97% | 99.97% |