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% | 2.51 CHF | 2.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 737'150 CHF | 740'150 CHF | 98.98% | 98.98% |
12.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 742'226 CHF | 745'226 CHF | 74.82% | 74.82% |
11.07.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 758'876 CHF | 761'876 CHF | 64.98% | 64.98% |
10.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 757'681 CHF | 760'681 CHF | 94.89% | 94.89% |
09.07.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 758'822 CHF | 761'822 CHF | 99.45% | 99.45% |
08.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 759'556 CHF | 762'556 CHF | 99.81% | 99.81% |
05.07.2024 | 0.41% | 2.57 CHF | 2.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 736'850 CHF | 739'850 CHF | 74.22% | 74.22% |
04.07.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 720'867 CHF | 723'867 CHF | 99.81% | 99.81% |
03.07.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 714'219 CHF | 717'219 CHF | 99.09% | 99.09% |
02.07.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 658'465 CHF | 661'465 CHF | 99.81% | 99.81% |