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 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 747'832 CHF | 250'277 CHF | 99.16% | 99.16% |
12.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 758'718 CHF | 253'906 CHF | 99.24% | 99.24% |
11.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 735'137 CHF | 246'046 CHF | 99.23% | 99.23% |
10.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 743'173 CHF | 248'724 CHF | 99.24% | 99.24% |
09.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 750'453 CHF | 251'151 CHF | 99.24% | 99.24% |
08.07.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 799'195 CHF | 267'398 CHF | 99.24% | 99.24% |
05.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 813'418 CHF | 272'139 CHF | 99.23% | 99.23% |
04.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 811'377 CHF | 271'459 CHF | 99.23% | 99.23% |
03.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 790'442 CHF | 264'480 CHF | 99.24% | 99.24% |
02.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 768'774 CHF | 257'258 CHF | 99.24% | 99.24% |