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 | 0.31% | 3.11 CHF | 3.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 956'409 CHF | 319'803 CHF | 99.09% | 99.09% |
12.07.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 918'052 CHF | 307'017 CHF | 99.24% | 99.24% |
11.07.2024 | 0.31% | 3.09 CHF | 3.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 956'248 CHF | 319'750 CHF | 98.25% | 98.25% |
10.07.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 915'439 CHF | 306'146 CHF | 99.24% | 99.24% |
09.07.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 929'318 CHF | 310'773 CHF | 99.23% | 99.23% |
08.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 943'354 CHF | 315'451 CHF | 99.23% | 99.23% |
05.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 934'064 CHF | 312'355 CHF | 99.23% | 99.23% |
04.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 920'307 CHF | 307'769 CHF | 99.23% | 99.23% |
03.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 915'154 CHF | 306'051 CHF | 99.24% | 99.24% |
02.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 853'508 CHF | 285'503 CHF | 99.24% | 99.24% |