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 | 0.42% | 2.40 CHF | 2.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 599'521 CHF | 240'808 CHF | 99.37% | 99.37% |
12.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 620'293 CHF | 249'117 CHF | 99.38% | 99.38% |
11.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 633'059 CHF | 254'224 CHF | 99.37% | 99.37% |
10.07.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 657'257 CHF | 263'903 CHF | 99.36% | 99.36% |
09.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 664'475 CHF | 266'790 CHF | 99.38% | 99.38% |
08.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 673'930 CHF | 270'572 CHF | 99.37% | 99.37% |
05.07.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 665'241 CHF | 267'096 CHF | 99.14% | 99.14% |
04.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 681'286 CHF | 273'514 CHF | 99.38% | 99.38% |
03.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 656'168 CHF | 263'467 CHF | 99.38% | 99.38% |
02.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 652'231 CHF | 261'892 CHF | 99.38% | 99.38% |