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 | 489'478 CHF | 196'791 CHF | 99.37% | 99.37% |
12.07.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 490'190 CHF | 197'076 CHF | 99.38% | 99.38% |
11.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 500'399 CHF | 201'160 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 521'743 CHF | 209'697 CHF | 99.36% | 99.36% |
09.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 513'351 CHF | 206'340 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 513'455 CHF | 206'382 CHF | 99.38% | 99.38% |
05.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 505'943 CHF | 203'377 CHF | 99.14% | 99.14% |
04.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 515'637 CHF | 207'255 CHF | 99.38% | 99.38% |
03.07.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 523'343 CHF | 210'337 CHF | 99.38% | 99.38% |
02.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 545'649 CHF | 219'260 CHF | 99.38% | 99.38% |