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 | 0.37% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'769 CHF | 201'519 CHF | 99.39% | 99.39% |
12.07.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'144 CHF | 193'894 CHF | 99.07% | 99.07% |
11.07.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'130 CHF | 183'880 CHF | 98.47% | 98.47% |
10.07.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'611 CHF | 177'361 CHF | 95.49% | 95.49% |
09.07.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'056 CHF | 174'806 CHF | 99.06% | 99.06% |
08.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 178'727 CHF | 179'477 CHF | 99.23% | 99.23% |
05.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'332 CHF | 181'082 CHF | 99.39% | 99.39% |
04.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'947 CHF | 174'697 CHF | 99.39% | 99.39% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'324 CHF | 175'074 CHF | 98.62% | 98.62% |
02.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'283 CHF | 168'033 CHF | 99.06% | 99.06% |