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 | 0.82% | 3.67 CHF | 3.70 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 145'229 CHF | 146'429 CHF | 99.98% | 99.98% |
12.07.2024 | 0.83% | 3.69 CHF | 3.72 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 143'267 CHF | 144'467 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 3.89 CHF | 3.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 160'864 CHF | 162'064 CHF | 99.91% | 99.91% |
10.07.2024 | 0.75% | 4.11 CHF | 4.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 160'506 CHF | 161'706 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 3.67 CHF | 3.70 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 147'047 CHF | 148'247 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 3.40 CHF | 3.43 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 135'079 CHF | 136'279 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 3.40 CHF | 3.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 135'032 CHF | 136'232 CHF | 99.92% | 99.92% |
04.07.2024 | 0.89% | 3.36 CHF | 3.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 134'314 CHF | 135'514 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 3.20 CHF | 3.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 127'053 CHF | 128'253 CHF | 100.00% | 100.00% |
02.07.2024 | 1.24% | 2.89 CHF | 2.92 CHF | 40'000 | 40'000 | 36'491 | 36'491 | 103'124 CHF | 104'324 CHF | 100.00% | 100.00% |