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 | 0.29% | 3.59 CHF | 3.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 431'825 CHF | 433'075 CHF | 99.05% | 99.05% |
12.07.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 436'063 CHF | 437'313 CHF | 98.83% | 98.83% |
11.07.2024 | 0.27% | 3.53 CHF | 3.54 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 459'356 CHF | 460'606 CHF | 97.95% | 97.95% |
10.07.2024 | 0.26% | 3.70 CHF | 3.71 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 473'827 CHF | 475'077 CHF | 95.16% | 95.16% |
09.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 477'190 CHF | 478'440 CHF | 98.68% | 98.68% |
08.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 476'228 CHF | 477'478 CHF | 98.58% | 98.58% |
05.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 472'003 CHF | 473'253 CHF | 99.07% | 99.07% |
04.07.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 469'881 CHF | 471'131 CHF | 99.18% | 99.18% |
03.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 469'757 CHF | 471'007 CHF | 98.46% | 98.46% |
02.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 461'410 CHF | 462'660 CHF | 98.85% | 98.85% |