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 | 0.42% | 2.37 CHF | 2.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 600'482 CHF | 241'193 CHF | 99.17% | 99.17% |
12.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 588'186 CHF | 236'274 CHF | 99.17% | 99.17% |
11.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 613'414 CHF | 246'365 CHF | 99.16% | 99.16% |
10.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 602'781 CHF | 242'113 CHF | 99.16% | 99.16% |
09.07.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 605'102 CHF | 243'041 CHF | 99.17% | 99.17% |
08.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 600'339 CHF | 241'136 CHF | 99.15% | 99.15% |
05.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 642'920 CHF | 258'168 CHF | 99.16% | 99.16% |
04.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 667'601 CHF | 268'040 CHF | 99.17% | 99.17% |
03.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 663'705 CHF | 266'482 CHF | 99.17% | 99.17% |
02.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 637'864 CHF | 256'146 CHF | 99.16% | 99.16% |