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 | 0.33% | 3.05 CHF | 3.06 CHF | 100'000 | 100'000 | 42'426 | 42'426 | 129'681 CHF | 130'105 CHF | 99.37% | 99.37% |
12.07.2024 | 0.35% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 43'319 | 43'319 | 127'646 CHF | 128'080 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 102'000 | 102'000 | 42'337 | 42'337 | 130'890 CHF | 131'316 CHF | 99.99% | 99.99% |
10.07.2024 | 0.34% | 3.10 CHF | 3.11 CHF | 100'000 | 100'000 | 42'635 | 42'635 | 129'602 CHF | 130'029 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 100'000 | 100'000 | 43'027 | 43'027 | 129'550 CHF | 129'981 CHF | 99.95% | 99.95% |
08.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 102'000 | 102'000 | 43'473 | 43'473 | 129'017 CHF | 129'453 CHF | 99.86% | 99.86% |
05.07.2024 | 0.33% | 2.94 CHF | 2.95 CHF | 102'000 | 102'000 | 42'400 | 42'400 | 130'644 CHF | 131'069 CHF | 99.65% | 99.65% |
04.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 87'425 CHF | 87'698 CHF | 98.99% | 98.99% |
03.07.2024 | 0.34% | 3.11 CHF | 3.12 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 128'684 CHF | 129'108 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 102'000 | 102'000 | 43'318 | 43'318 | 126'935 CHF | 127'369 CHF | 98.82% | 98.82% |