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 | 0.29% | 3.44 CHF | 3.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'027'890 CHF | 343'629 CHF | 99.16% | 99.16% |
12.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'038'320 CHF | 347'106 CHF | 99.24% | 99.24% |
11.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'014'550 CHF | 339'183 CHF | 99.23% | 99.23% |
10.07.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'021'970 CHF | 341'656 CHF | 99.24% | 99.24% |
09.07.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'029'140 CHF | 344'048 CHF | 99.23% | 99.23% |
08.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'077'580 CHF | 360'195 CHF | 99.24% | 99.24% |
05.07.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'092'150 CHF | 365'050 CHF | 99.23% | 99.23% |
04.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'090'050 CHF | 364'350 CHF | 99.23% | 99.23% |
03.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'068'900 CHF | 357'302 CHF | 99.23% | 99.23% |
02.07.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'046'380 CHF | 349'793 CHF | 99.24% | 99.24% |