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 | 0.45% | 2.22 CHF | 2.23 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 276'001 CHF | 277'251 CHF | 98.98% | 98.98% |
12.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 269'491 CHF | 270'741 CHF | 98.68% | 98.68% |
11.07.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 271'851 CHF | 273'101 CHF | 98.33% | 98.33% |
10.07.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 270'328 CHF | 271'578 CHF | 95.16% | 95.16% |
09.07.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 282'276 CHF | 283'526 CHF | 98.70% | 98.70% |
08.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 292'547 CHF | 293'797 CHF | 98.57% | 98.57% |
05.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 293'604 CHF | 294'854 CHF | 99.17% | 99.17% |
04.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 290'188 CHF | 291'438 CHF | 99.18% | 99.18% |
03.07.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 284'036 CHF | 285'286 CHF | 98.46% | 98.46% |
02.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 279'367 CHF | 280'617 CHF | 98.85% | 98.85% |