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 | 0.27% | 3.56 CHF | 3.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 730'964 CHF | 732'964 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.87 CHF | 3.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 709'048 CHF | 711'048 CHF | 99.84% | 99.84% |
11.07.2024 | 0.31% | 3.44 CHF | 3.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 654'080 CHF | 656'080 CHF | 81.92% | 81.92% |
10.07.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 612'479 CHF | 614'479 CHF | 96.18% | 96.18% |
09.07.2024 | 0.32% | 2.84 CHF | 2.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 618'166 CHF | 620'166 CHF | 99.65% | 99.65% |
08.07.2024 | 0.29% | 3.32 CHF | 3.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 684'839 CHF | 686'839 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 3.30 CHF | 3.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 698'829 CHF | 700'829 CHF | 98.74% | 98.74% |
04.07.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 648'842 CHF | 650'842 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 611'665 CHF | 613'665 CHF | 99.12% | 99.12% |
02.07.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 538'272 CHF | 540'272 CHF | 99.43% | 99.43% |