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 | 0.34% | 3.05 CHF | 3.06 CHF | 110'000 | 110'000 | 49'109 | 49'109 | 150'319 CHF | 150'812 CHF | 99.39% | 99.39% |
12.07.2024 | 0.35% | 3.05 CHF | 3.06 CHF | 110'000 | 110'000 | 49'042 | 49'042 | 144'630 CHF | 145'122 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 110'000 | 110'000 | 46'443 | 46'443 | 143'972 CHF | 144'439 CHF | 100.00% | 100.00% |
10.07.2024 | 0.34% | 3.11 CHF | 3.12 CHF | 110'000 | 110'000 | 48'293 | 48'293 | 146'921 CHF | 147'406 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 3.01 CHF | 3.02 CHF | 110'000 | 110'000 | 48'912 | 48'912 | 147'474 CHF | 147'966 CHF | 99.80% | 99.80% |
08.07.2024 | 0.35% | 2.99 CHF | 3.00 CHF | 110'000 | 110'000 | 48'972 | 48'972 | 145'654 CHF | 146'146 CHF | 99.86% | 99.86% |
05.07.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 110'000 | 110'000 | 46'632 | 46'632 | 143'853 CHF | 144'320 CHF | 99.66% | 99.66% |
04.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 96'078 CHF | 96'378 CHF | 99.00% | 99.00% |
03.07.2024 | 0.34% | 3.12 CHF | 3.13 CHF | 100'000 | 100'000 | 48'648 | 48'648 | 148'083 CHF | 148'571 CHF | 99.58% | 99.58% |
02.07.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 110'000 | 110'000 | 48'487 | 48'487 | 142'147 CHF | 142'634 CHF | 97.98% | 97.98% |