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 | 0.40% | 2.47 CHF | 2.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 618'846 CHF | 248'538 CHF | 99.37% | 99.37% |
12.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 639'766 CHF | 256'906 CHF | 99.38% | 99.38% |
11.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 652'509 CHF | 262'004 CHF | 99.38% | 99.38% |
10.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 676'525 CHF | 271'610 CHF | 99.36% | 99.36% |
09.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 684'010 CHF | 274'604 CHF | 99.38% | 99.38% |
08.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 693'332 CHF | 278'333 CHF | 99.38% | 99.38% |
05.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 684'912 CHF | 274'965 CHF | 99.14% | 99.14% |
04.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 700'691 CHF | 281'276 CHF | 99.38% | 99.38% |
03.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 675'736 CHF | 271'294 CHF | 99.38% | 99.38% |
02.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 671'792 CHF | 269'717 CHF | 99.37% | 99.37% |