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 | 0.34% | 3.76 CHF | 3.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'374 CHF | 77'634 CHF | 99.53% | 99.53% |
12.07.2024 | 0.30% | 4.18 CHF | 4.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'111 CHF | 92'392 CHF | 99.47% | 99.47% |
11.07.2024 | 0.31% | 3.48 CHF | 3.49 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 99'741 CHF | 100'055 CHF | 99.50% | 99.50% |
10.07.2024 | 0.33% | 3.25 CHF | 3.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 92'222 CHF | 92'522 CHF | 99.59% | 99.59% |
09.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'614 CHF | 77'885 CHF | 99.52% | 99.52% |
08.07.2024 | 0.31% | 3.39 CHF | 3.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 86'192 CHF | 86'462 CHF | 99.39% | 99.51% |
05.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'950 CHF | 90'221 CHF | 99.39% | 99.50% |
04.07.2024 | 0.32% | 3.43 CHF | 3.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 84'343 CHF | 84'611 CHF | 99.52% | 99.52% |
03.07.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 97'459 CHF | 97'764 CHF | 99.59% | 99.59% |
02.07.2024 | 0.34% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'930 CHF | 79'199 CHF | 99.29% | 99.29% |