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 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 813'888 CHF | 272'296 CHF | 99.16% | 99.16% |
12.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 824'731 CHF | 275'910 CHF | 99.24% | 99.24% |
11.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 801'104 CHF | 268'035 CHF | 99.23% | 99.23% |
10.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 809'108 CHF | 270'703 CHF | 99.23% | 99.23% |
09.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 816'362 CHF | 273'121 CHF | 99.23% | 99.23% |
08.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 864'898 CHF | 289'299 CHF | 99.24% | 99.24% |
05.07.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 879'288 CHF | 294'096 CHF | 99.23% | 99.23% |
04.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 877'162 CHF | 293'387 CHF | 99.23% | 99.23% |
03.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 856'184 CHF | 286'395 CHF | 99.24% | 99.24% |
02.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 834'299 CHF | 279'100 CHF | 99.23% | 99.23% |