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 | 0.43% | 2.36 CHF | 2.37 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 581'843 CHF | 175'303 CHF | 96.95% | 96.95% |
12.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 571'963 CHF | 172'339 CHF | 99.24% | 99.24% |
11.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 596'370 CHF | 179'661 CHF | 97.99% | 97.99% |
10.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 609'359 CHF | 183'558 CHF | 99.06% | 99.06% |
09.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 607'835 CHF | 183'101 CHF | 98.76% | 98.76% |
08.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 597'576 CHF | 180'023 CHF | 99.22% | 99.22% |
05.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 606'186 CHF | 182'606 CHF | 99.23% | 99.23% |
04.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 610'866 CHF | 184'010 CHF | 99.19% | 99.19% |
03.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 603'289 CHF | 181'737 CHF | 97.60% | 97.60% |
02.07.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 614'746 CHF | 185'174 CHF | 98.79% | 98.79% |