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 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 950'553 CHF | 318'351 CHF | 99.17% | 99.17% |
12.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 956'890 CHF | 320'463 CHF | 99.24% | 99.24% |
11.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 951'651 CHF | 318'717 CHF | 99.23% | 99.23% |
10.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 949'919 CHF | 318'140 CHF | 99.24% | 99.24% |
09.07.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 949'554 CHF | 318'018 CHF | 99.24% | 99.24% |
08.07.2024 | 0.47% | 2.13 CHF | 2.13 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 955'783 CHF | 320'094 CHF | 99.24% | 99.24% |
05.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 995'885 CHF | 333'462 CHF | 99.23% | 99.23% |
04.07.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'004'180 CHF | 336'227 CHF | 99.23% | 99.23% |
03.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 977'625 CHF | 327'375 CHF | 99.23% | 99.23% |
02.07.2024 | 0.45% | 2.19 CHF | 2.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 991'575 CHF | 332'025 CHF | 99.23% | 99.23% |