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 | 0.49% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 605'936 CHF | 202'978 CHF | 99.16% | 99.16% |
12.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'968 CHF | 206'656 CHF | 99.24% | 99.24% |
11.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 629'533 CHF | 210'844 CHF | 90.52% | 90.52% |
10.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 621'278 CHF | 208'093 CHF | 97.49% | 97.49% |
09.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'402 CHF | 206'467 CHF | 98.69% | 98.69% |
08.07.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'736 CHF | 206'912 CHF | 98.54% | 98.54% |
05.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 588'044 CHF | 197'015 CHF | 92.03% | 92.03% |
04.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 592'255 CHF | 198'418 CHF | 99.06% | 99.06% |
03.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 585'150 CHF | 196'050 CHF | 95.39% | 95.39% |
02.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 576'348 CHF | 193'116 CHF | 95.11% | 95.11% |