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 | 0.43% | 2.30 CHF | 2.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'042'240 CHF | 348'914 CHF | 98.52% | 98.52% |
12.07.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'021'870 CHF | 342'124 CHF | 98.78% | 98.78% |
11.07.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 985'996 CHF | 330'166 CHF | 98.61% | 98.61% |
10.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 958'512 CHF | 321'004 CHF | 98.82% | 98.82% |
09.07.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 958'594 CHF | 321'031 CHF | 98.77% | 98.77% |
08.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 990'931 CHF | 331'810 CHF | 98.75% | 98.75% |
05.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'006'710 CHF | 337'070 CHF | 98.73% | 98.73% |
04.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 985'089 CHF | 329'863 CHF | 98.70% | 98.70% |
03.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 972'271 CHF | 325'590 CHF | 98.82% | 98.82% |
02.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 960'366 CHF | 321'622 CHF | 98.78% | 98.78% |