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 | 0.43% | 2.25 CHF | 2.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 575'161 CHF | 231'064 CHF | 99.37% | 99.37% |
12.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 569'985 CHF | 228'994 CHF | 99.38% | 99.38% |
11.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 550'196 CHF | 221'078 CHF | 99.38% | 99.38% |
10.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 545'093 CHF | 219'037 CHF | 99.36% | 99.36% |
09.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 551'858 CHF | 221'743 CHF | 99.38% | 99.38% |
08.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 554'224 CHF | 222'689 CHF | 99.38% | 99.38% |
05.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 561'010 CHF | 225'404 CHF | 99.14% | 99.14% |
04.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 549'700 CHF | 220'880 CHF | 99.38% | 99.38% |
03.07.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 547'405 CHF | 219'962 CHF | 99.38% | 99.38% |
02.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 532'349 CHF | 213'940 CHF | 99.37% | 99.37% |