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% | 3.54 CHF | 3.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 738'892 CHF | 740'892 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 723'197 CHF | 725'197 CHF | 99.97% | 99.97% |
11.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 693'699 CHF | 695'699 CHF | 98.84% | 98.84% |
10.07.2024 | 0.32% | 3.27 CHF | 3.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 624'203 CHF | 626'203 CHF | 96.18% | 96.18% |
09.07.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 632'858 CHF | 634'858 CHF | 99.62% | 99.62% |
08.07.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 617'192 CHF | 619'192 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 2.99 CHF | 3.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 624'199 CHF | 626'199 CHF | 100.00% | 100.00% |
04.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 617'215 CHF | 619'215 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 606'130 CHF | 608'130 CHF | 99.32% | 99.32% |
02.07.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 574'727 CHF | 576'727 CHF | 99.47% | 99.47% |