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 | 0.45% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 667'415 CHF | 223'472 CHF | 98.68% | 98.68% |
12.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 678'367 CHF | 227'122 CHF | 98.77% | 98.77% |
11.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 716'755 CHF | 239'918 CHF | 99.22% | 99.22% |
10.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 721'420 CHF | 241'473 CHF | 97.38% | 97.38% |
09.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 709'848 CHF | 237'616 CHF | 98.39% | 98.39% |
08.07.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 686'489 CHF | 229'830 CHF | 97.36% | 97.36% |
05.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 672'820 CHF | 225'274 CHF | 98.57% | 98.57% |
04.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 672'077 CHF | 225'026 CHF | 93.09% | 93.09% |
03.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 674'355 CHF | 225'785 CHF | 99.23% | 99.23% |
02.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 694'245 CHF | 232'415 CHF | 98.87% | 98.87% |