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 | 0.36% | 2.80 CHF | 2.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 837'282 CHF | 280'094 CHF | 98.67% | 98.67% |
12.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 848'190 CHF | 283'730 CHF | 98.77% | 98.77% |
11.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 886'378 CHF | 296'459 CHF | 99.22% | 99.22% |
10.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 890'598 CHF | 297'866 CHF | 97.38% | 97.38% |
09.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 879'022 CHF | 294'007 CHF | 98.39% | 98.39% |
08.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 855'590 CHF | 286'197 CHF | 97.36% | 97.36% |
05.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 842'129 CHF | 281'710 CHF | 98.57% | 98.57% |
04.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 841'538 CHF | 281'513 CHF | 93.09% | 93.09% |
03.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 843'675 CHF | 282'225 CHF | 99.23% | 99.23% |
02.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 863'064 CHF | 288'688 CHF | 98.87% | 98.87% |