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 | 0.35% | 2.89 CHF | 2.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 851'113 CHF | 854'113 CHF | 98.99% | 98.99% |
12.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 856'268 CHF | 859'268 CHF | 74.82% | 74.82% |
11.07.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 873'230 CHF | 876'230 CHF | 64.97% | 64.97% |
10.07.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 871'950 CHF | 874'950 CHF | 94.89% | 94.89% |
09.07.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 873'066 CHF | 876'066 CHF | 99.44% | 99.44% |
08.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 873'522 CHF | 876'522 CHF | 99.81% | 99.81% |
05.07.2024 | 0.35% | 2.95 CHF | 2.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 851'102 CHF | 854'102 CHF | 74.23% | 74.23% |
04.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 835'390 CHF | 838'390 CHF | 99.81% | 99.81% |
03.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 828'876 CHF | 831'876 CHF | 99.09% | 99.09% |
02.07.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 773'410 CHF | 776'410 CHF | 99.78% | 99.78% |