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 | 0.36% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'522 CHF | 211'272 CHF | 99.39% | 99.39% |
12.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'885 CHF | 203'635 CHF | 99.08% | 99.08% |
11.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'864 CHF | 193'614 CHF | 98.68% | 98.68% |
10.07.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'328 CHF | 187'078 CHF | 95.48% | 95.48% |
09.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'746 CHF | 184'496 CHF | 99.05% | 99.05% |
08.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'427 CHF | 189'177 CHF | 99.22% | 99.22% |
05.07.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'047 CHF | 190'797 CHF | 99.39% | 99.39% |
04.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'619 CHF | 184'369 CHF | 99.39% | 99.39% |
03.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'024 CHF | 184'774 CHF | 98.62% | 98.62% |
02.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'958 CHF | 177'708 CHF | 99.03% | 99.03% |