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 | 0.49% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 611'895 CHF | 204'965 CHF | 99.17% | 99.17% |
12.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 622'803 CHF | 208'601 CHF | 99.24% | 99.24% |
11.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 599'534 CHF | 200'845 CHF | 99.23% | 99.23% |
10.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 608'009 CHF | 203'670 CHF | 99.24% | 99.24% |
09.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 615'236 CHF | 206'079 CHF | 99.23% | 99.23% |
08.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 664'163 CHF | 222'388 CHF | 99.23% | 99.23% |
05.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 678'174 CHF | 227'058 CHF | 99.23% | 99.23% |
04.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 676'067 CHF | 226'356 CHF | 99.23% | 99.23% |
03.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 655'274 CHF | 219'425 CHF | 99.23% | 99.23% |
02.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 634'094 CHF | 212'365 CHF | 99.23% | 99.23% |