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 | 0.43% | 2.39 CHF | 2.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 582'772 CHF | 234'109 CHF | 99.17% | 99.17% |
12.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 590'827 CHF | 237'331 CHF | 99.17% | 99.17% |
11.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 591'402 CHF | 237'561 CHF | 99.16% | 99.16% |
10.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 607'795 CHF | 244'118 CHF | 99.16% | 99.16% |
09.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 602'911 CHF | 242'164 CHF | 99.17% | 99.17% |
08.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 590'815 CHF | 237'326 CHF | 99.16% | 99.16% |
05.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 589'573 CHF | 236'829 CHF | 99.16% | 99.16% |
04.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 564'360 CHF | 226'744 CHF | 99.17% | 99.17% |
03.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 576'466 CHF | 231'586 CHF | 99.17% | 99.17% |
02.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 585'495 CHF | 235'198 CHF | 99.16% | 99.16% |