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 | 0.49% | 2.08 CHF | 2.09 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 924'058 CHF | 206'346 CHF | 99.17% | 99.17% |
12.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 920'846 CHF | 205'632 CHF | 99.17% | 99.17% |
11.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 934'491 CHF | 208'665 CHF | 99.17% | 99.17% |
10.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 978'878 CHF | 218'528 CHF | 99.16% | 99.16% |
09.07.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 956'195 CHF | 213'488 CHF | 99.17% | 99.17% |
08.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 992'058 CHF | 221'457 CHF | 99.16% | 99.16% |
05.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 993'818 CHF | 221'848 CHF | 99.15% | 99.15% |
04.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'006'130 CHF | 224'585 CHF | 99.17% | 99.17% |
03.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'016'050 CHF | 226'789 CHF | 99.17% | 99.17% |
02.07.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'093'470 CHF | 243'994 CHF | 99.16% | 99.16% |