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 | 0.52% | 3.40 CHF | 3.41 CHF | 100'000 | 100'000 | 40'601 | 40'601 | 138'343 CHF | 138'933 CHF | 97.86% | 97.86% |
12.07.2024 | 0.52% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 40'207 | 40'207 | 137'218 CHF | 137'800 CHF | 97.31% | 97.31% |
11.07.2024 | 0.47% | 3.49 CHF | 3.50 CHF | 100'000 | 100'000 | 40'276 | 40'276 | 150'169 CHF | 150'757 CHF | 99.06% | 99.06% |
10.07.2024 | 0.46% | 3.69 CHF | 3.70 CHF | 100'000 | 100'000 | 40'318 | 40'318 | 153'444 CHF | 154'032 CHF | 99.28% | 99.28% |
09.07.2024 | 1.77% | 3.83 CHF | 3.89 CHF | 10'000 | 10'000 | 4'023 | 4'023 | 15'341 CHF | 15'601 CHF | 99.65% | 99.65% |
08.07.2024 | 1.76% | 3.80 CHF | 3.86 CHF | 10'000 | 10'000 | 4'023 | 4'023 | 15'382 CHF | 15'641 CHF | 99.55% | 99.55% |
05.07.2024 | 0.76% | 3.82 CHF | 3.88 CHF | 10'000 | 10'000 | 21'786 | 21'786 | 81'415 CHF | 81'928 CHF | 92.36% | 92.36% |
04.07.2024 | 1.72% | 3.72 CHF | 3.79 CHF | 5'000 | 5'000 | 10'065 | 10'065 | 37'378 CHF | 37'801 CHF | 99.02% | 99.02% |
03.07.2024 | 1.74% | 3.67 CHF | 3.73 CHF | 10'000 | 10'000 | 4'072 | 4'072 | 15'501 CHF | 15'765 CHF | 98.59% | 98.59% |
02.07.2024 | 1.90% | 3.62 CHF | 3.68 CHF | 10'000 | 10'000 | 2'787 | 2'787 | 10'094 CHF | 10'284 CHF | 81.62% | 81.62% |