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 | 0.46% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 979'777 CHF | 328'092 CHF | 98.52% | 98.52% |
12.07.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 959'534 CHF | 321'345 CHF | 98.79% | 98.79% |
11.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 923'996 CHF | 309'499 CHF | 98.61% | 98.61% |
10.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'476 CHF | 300'325 CHF | 98.82% | 98.82% |
09.07.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 896'611 CHF | 300'370 CHF | 98.74% | 98.74% |
08.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 928'902 CHF | 311'134 CHF | 98.75% | 98.75% |
05.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 944'834 CHF | 316'445 CHF | 98.73% | 98.73% |
04.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 923'260 CHF | 309'253 CHF | 98.70% | 98.70% |
03.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 910'285 CHF | 304'928 CHF | 98.82% | 98.82% |
02.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 898'486 CHF | 300'996 CHF | 98.79% | 98.79% |