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 | 0.86% | 3.60 CHF | 3.61 CHF | 88'000 | 88'000 | 36'332 | 36'332 | 131'649 CHF | 132'448 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 3.49 CHF | 3.50 CHF | 89'000 | 89'000 | 40'272 | 40'272 | 138'993 CHF | 139'936 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 3.40 CHF | 3.41 CHF | 90'000 | 90'000 | 40'260 | 40'260 | 138'596 CHF | 139'533 CHF | 99.99% | 99.99% |
10.07.2024 | 0.90% | 3.47 CHF | 3.48 CHF | 89'000 | 89'000 | 40'307 | 40'307 | 138'674 CHF | 139'618 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 3.35 CHF | 3.36 CHF | 90'000 | 90'000 | 38'730 | 38'730 | 128'752 CHF | 129'664 CHF | 99.77% | 99.77% |
08.07.2024 | 0.95% | 3.28 CHF | 3.29 CHF | 91'000 | 91'000 | 41'074 | 41'074 | 134'276 CHF | 135'231 CHF | 99.17% | 99.17% |
05.07.2024 | 1.00% | 3.20 CHF | 3.21 CHF | 92'000 | 92'000 | 41'925 | 41'925 | 131'236 CHF | 132'220 CHF | 99.89% | 99.89% |
04.07.2024 | 1.13% | 3.12 CHF | 3.15 CHF | 37'000 | 37'000 | 30'545 | 30'545 | 94'646 CHF | 95'689 CHF | 99.61% | 99.61% |
03.07.2024 | 0.96% | 3.05 CHF | 3.06 CHF | 94'000 | 94'000 | 41'188 | 41'188 | 131'683 CHF | 132'641 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 3.14 CHF | 3.15 CHF | 92'000 | 92'000 | 41'092 | 41'092 | 128'581 CHF | 129'534 CHF | 99.96% | 99.96% |