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 | 0.41% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 722'258 CHF | 241'753 CHF | 98.68% | 98.68% |
12.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 733'056 CHF | 245'352 CHF | 98.76% | 98.76% |
11.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 771'630 CHF | 258'210 CHF | 99.22% | 99.22% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 775'918 CHF | 259'639 CHF | 97.38% | 97.38% |
09.07.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 764'434 CHF | 255'811 CHF | 98.39% | 98.39% |
08.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 740'942 CHF | 247'981 CHF | 97.36% | 97.36% |
05.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 727'517 CHF | 243'506 CHF | 98.57% | 98.57% |
04.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 726'897 CHF | 243'299 CHF | 93.09% | 93.09% |
03.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 728'878 CHF | 243'959 CHF | 99.23% | 99.23% |
02.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 748'882 CHF | 250'627 CHF | 98.87% | 98.87% |