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% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 42'433 | 42'433 | 127'353 CHF | 127'778 CHF | 99.39% | 99.39% |
12.07.2024 | 0.36% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 43'319 | 43'319 | 125'232 CHF | 125'666 CHF | 100.00% | 100.00% |
11.07.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 102'000 | 102'000 | 42'335 | 42'335 | 128'529 CHF | 128'955 CHF | 99.99% | 99.99% |
10.07.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 100'000 | 100'000 | 42'633 | 42'633 | 127'229 CHF | 127'656 CHF | 100.00% | 100.00% |
09.07.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 100'000 | 100'000 | 43'026 | 43'026 | 127'185 CHF | 127'616 CHF | 99.95% | 99.95% |
08.07.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 102'000 | 102'000 | 43'473 | 43'473 | 126'585 CHF | 127'020 CHF | 99.86% | 99.86% |
05.07.2024 | 0.33% | 2.89 CHF | 2.90 CHF | 102'000 | 102'000 | 42'408 | 42'408 | 128'315 CHF | 128'740 CHF | 99.66% | 99.66% |
04.07.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 30'000 | 30'000 | 27'318 | 27'318 | 85'898 CHF | 86'172 CHF | 99.00% | 99.00% |
03.07.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 98'000 | 98'000 | 42'316 | 42'316 | 126'349 CHF | 126'773 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 2.91 CHF | 2.92 CHF | 102'000 | 102'000 | 43'312 | 43'312 | 124'462 CHF | 124'896 CHF | 98.81% | 98.81% |