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 | 0.36% | 2.80 CHF | 2.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 840'212 CHF | 843'212 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 843'002 CHF | 846'002 CHF | 99.77% | 99.77% |
11.07.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 846'892 CHF | 849'892 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 851'388 CHF | 854'388 CHF | 94.70% | 94.70% |
09.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 850'432 CHF | 853'432 CHF | 99.67% | 99.67% |
08.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 844'183 CHF | 847'183 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 851'622 CHF | 854'622 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 857'684 CHF | 860'684 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 864'084 CHF | 867'084 CHF | 99.33% | 99.33% |
02.07.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 868'253 CHF | 871'253 CHF | 99.62% | 99.62% |