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 | 0.50% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 603'396 CHF | 202'132 CHF | 98.67% | 98.67% |
12.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 614'339 CHF | 205'780 CHF | 98.77% | 98.77% |
11.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 653'078 CHF | 218'693 CHF | 99.22% | 99.22% |
10.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'005 CHF | 220'335 CHF | 97.38% | 97.38% |
09.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 646'191 CHF | 216'397 CHF | 98.39% | 98.39% |
08.07.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 623'042 CHF | 208'680 CHF | 97.36% | 97.36% |
05.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 609'155 CHF | 204'052 CHF | 98.58% | 98.58% |
04.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 608'631 CHF | 203'877 CHF | 93.09% | 93.09% |
03.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 610'700 CHF | 204'567 CHF | 99.23% | 99.23% |
02.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 630'736 CHF | 211'245 CHF | 98.87% | 98.87% |