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 | 0.90% | 3.34 CHF | 3.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 132'269 CHF | 133'469 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 3.36 CHF | 3.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 130'633 CHF | 131'833 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 3.53 CHF | 3.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 146'758 CHF | 147'958 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 3.76 CHF | 3.79 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 146'258 CHF | 147'458 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 3.37 CHF | 3.40 CHF | 40'000 | 40'000 | 39'912 | 39'912 | 134'940 CHF | 136'140 CHF | 99.99% | 99.99% |
08.07.2024 | 0.96% | 3.13 CHF | 3.16 CHF | 40'000 | 40'000 | 39'932 | 39'932 | 124'709 CHF | 125'909 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 3.14 CHF | 3.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 124'569 CHF | 125'769 CHF | 99.92% | 99.92% |
04.07.2024 | 0.96% | 3.11 CHF | 3.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 124'192 CHF | 125'392 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 2.97 CHF | 3.00 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 118'506 CHF | 119'706 CHF | 100.00% | 100.00% |
02.07.2024 | 1.31% | 2.73 CHF | 2.76 CHF | 40'000 | 40'000 | 36'485 | 36'485 | 97'575 CHF | 98'775 CHF | 100.00% | 100.00% |