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 | 0.96% | 3.13 CHF | 3.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 123'773 CHF | 124'973 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 3.15 CHF | 3.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 121'940 CHF | 123'140 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 3.35 CHF | 3.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 139'290 CHF | 140'490 CHF | 99.95% | 99.95% |
10.07.2024 | 0.86% | 3.57 CHF | 3.60 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 139'042 CHF | 140'242 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 3.13 CHF | 3.16 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 125'747 CHF | 126'947 CHF | 99.99% | 99.99% |
08.07.2024 | 1.05% | 2.87 CHF | 2.90 CHF | 40'000 | 40'000 | 39'933 | 39'933 | 114'246 CHF | 115'446 CHF | 100.00% | 100.00% |
05.07.2024 | 1.05% | 2.88 CHF | 2.91 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 114'114 CHF | 115'314 CHF | 99.93% | 99.93% |
04.07.2024 | 1.05% | 2.84 CHF | 2.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 113'461 CHF | 114'661 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 2.68 CHF | 2.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 106'389 CHF | 107'589 CHF | 100.00% | 100.00% |
02.07.2024 | 1.50% | 2.39 CHF | 2.42 CHF | 40'000 | 40'000 | 36'491 | 36'491 | 85'034 CHF | 86'234 CHF | 100.00% | 100.00% |