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 | 0.35% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 574'815 CHF | 576'815 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 2.69 CHF | 2.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 596'678 CHF | 598'678 CHF | 99.85% | 99.85% |
11.07.2024 | 0.31% | 3.08 CHF | 3.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 650'128 CHF | 652'128 CHF | 81.92% | 81.92% |
10.07.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 691'545 CHF | 693'545 CHF | 96.20% | 96.20% |
09.07.2024 | 0.29% | 3.65 CHF | 3.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 681'452 CHF | 683'452 CHF | 99.67% | 99.67% |
08.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 616'529 CHF | 618'529 CHF | 100.00% | 100.00% |
05.07.2024 | 0.33% | 3.22 CHF | 3.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 608'533 CHF | 610'533 CHF | 98.74% | 98.74% |
04.07.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 657'163 CHF | 659'163 CHF | 100.00% | 100.00% |
03.07.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 698'870 CHF | 700'870 CHF | 99.06% | 99.06% |
02.07.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 770'212 CHF | 772'212 CHF | 99.41% | 99.41% |