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 | 0.51% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 491'171 CHF | 197'468 CHF | 99.17% | 99.17% |
12.07.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 499'230 CHF | 200'692 CHF | 99.16% | 99.16% |
11.07.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 499'975 CHF | 200'990 CHF | 99.17% | 99.17% |
10.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 516'233 CHF | 207'493 CHF | 99.16% | 99.16% |
09.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 511'212 CHF | 205'485 CHF | 99.17% | 99.17% |
08.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 499'367 CHF | 200'747 CHF | 99.15% | 99.15% |
05.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 498'160 CHF | 200'264 CHF | 99.16% | 99.16% |
04.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 472'806 CHF | 190'122 CHF | 99.17% | 99.17% |
03.07.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 485'063 CHF | 195'025 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 494'200 CHF | 198'680 CHF | 99.16% | 99.16% |