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% | 2.98 CHF | 2.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 892'358 CHF | 298'453 CHF | 99.17% | 99.17% |
12.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 902'924 CHF | 301'975 CHF | 99.24% | 99.24% |
11.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 879'317 CHF | 294'106 CHF | 99.23% | 99.23% |
10.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 887'080 CHF | 296'693 CHF | 99.24% | 99.24% |
09.07.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 894'332 CHF | 299'111 CHF | 99.23% | 99.23% |
08.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 942'806 CHF | 315'268 CHF | 99.24% | 99.24% |
05.07.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 957'283 CHF | 320'094 CHF | 99.23% | 99.23% |
04.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 955'175 CHF | 319'392 CHF | 99.23% | 99.23% |
03.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 934'183 CHF | 312'394 CHF | 99.23% | 99.23% |
02.07.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 912'033 CHF | 305'011 CHF | 99.23% | 99.23% |