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 | 0.33% | 3.94 CHF | 3.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'261 CHF | 60'460 CHF | 99.09% | 99.09% |
12.07.2024 | 0.29% | 4.56 CHF | 4.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 67'675 CHF | 67'872 CHF | 99.56% | 99.56% |
11.07.2024 | 0.26% | 4.53 CHF | 4.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 64'160 CHF | 64'330 CHF | 99.49% | 99.49% |
10.07.2024 | 0.27% | 4.10 CHF | 4.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'927 CHF | 61'089 CHF | 99.58% | 99.58% |
09.07.2024 | 0.27% | 3.91 CHF | 3.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'365 CHF | 61'533 CHF | 99.52% | 99.52% |
08.07.2024 | 0.28% | 4.12 CHF | 4.13 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 62'689 CHF | 62'865 CHF | 99.50% | 99.50% |
05.07.2024 | 0.26% | 4.33 CHF | 4.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 64'189 CHF | 64'357 CHF | 99.49% | 99.49% |
04.07.2024 | 0.27% | 4.06 CHF | 4.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'303 CHF | 60'467 CHF | 99.44% | 99.50% |
03.07.2024 | 0.28% | 3.95 CHF | 3.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 74'726 CHF | 74'934 CHF | 99.56% | 99.56% |
02.07.2024 | 0.29% | 3.74 CHF | 3.76 CHF | 15'000 | 15'000 | 17'979 | 17'979 | 67'929 CHF | 68'125 CHF | 99.47% | 99.57% |