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 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 680'673 CHF | 227'891 CHF | 99.17% | 99.17% |
12.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 691'420 CHF | 231'473 CHF | 99.24% | 99.24% |
11.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 668'114 CHF | 223'705 CHF | 99.23% | 99.23% |
10.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 676'443 CHF | 226'481 CHF | 99.24% | 99.24% |
09.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 683'676 CHF | 228'892 CHF | 99.23% | 99.23% |
08.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 732'555 CHF | 245'185 CHF | 99.24% | 99.24% |
05.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 746'621 CHF | 249'874 CHF | 99.23% | 99.23% |
04.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 744'630 CHF | 249'210 CHF | 99.23% | 99.23% |
03.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 723'712 CHF | 242'237 CHF | 99.23% | 99.23% |
02.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 702'171 CHF | 235'057 CHF | 99.23% | 99.23% |