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 | 0.41% | 2.40 CHF | 2.41 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 240'521 CHF | 120'761 CHF | 97.67% | 97.67% |
12.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 243'010 CHF | 122'005 CHF | 97.84% | 97.84% |
11.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 245'171 CHF | 123'086 CHF | 98.79% | 98.79% |
10.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 240'527 CHF | 120'763 CHF | 98.74% | 98.74% |
09.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 256'586 CHF | 128'793 CHF | 98.39% | 98.39% |
08.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 255'219 CHF | 128'110 CHF | 98.81% | 98.81% |
05.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 259'876 CHF | 130'438 CHF | 98.26% | 98.26% |
04.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 270'323 CHF | 135'661 CHF | 98.60% | 98.60% |
03.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 269'593 CHF | 135'296 CHF | 98.73% | 98.73% |
02.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 279'136 CHF | 140'068 CHF | 98.26% | 98.26% |