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 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 487'251 CHF | 146'925 CHF | 98.98% | 98.98% |
12.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 489'336 CHF | 147'551 CHF | 98.72% | 98.72% |
11.07.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 471'335 CHF | 142'151 CHF | 98.88% | 98.88% |
10.07.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 463'833 CHF | 139'900 CHF | 98.93% | 98.93% |
09.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 457'185 CHF | 137'905 CHF | 98.92% | 98.92% |
08.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 515'378 CHF | 155'363 CHF | 98.92% | 98.92% |
05.07.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 525'214 CHF | 158'314 CHF | 98.67% | 98.67% |
04.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 522'843 CHF | 157'603 CHF | 98.82% | 98.82% |
03.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 510'945 CHF | 154'033 CHF | 98.88% | 98.88% |
02.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 487'505 CHF | 147'002 CHF | 98.87% | 98.87% |