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 | 0.38% | 2.69 CHF | 2.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 788'331 CHF | 791'331 CHF | 99.04% | 99.04% |
12.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 793'432 CHF | 796'432 CHF | 74.81% | 74.81% |
11.07.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 812'294 CHF | 815'294 CHF | 69.41% | 69.41% |
10.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 808'942 CHF | 811'942 CHF | 94.89% | 94.89% |
09.07.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 810'084 CHF | 813'084 CHF | 99.44% | 99.44% |
08.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 810'719 CHF | 813'719 CHF | 99.81% | 99.81% |
05.07.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 788'162 CHF | 791'162 CHF | 74.23% | 74.23% |
04.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 772'295 CHF | 775'295 CHF | 99.81% | 99.81% |
03.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 765'676 CHF | 768'676 CHF | 99.09% | 99.09% |
02.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 710'060 CHF | 713'060 CHF | 99.81% | 99.81% |