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 | 0.46% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 652'718 CHF | 218'573 CHF | 99.41% | 99.41% |
12.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 614'451 CHF | 205'817 CHF | 99.42% | 99.42% |
11.07.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'138 CHF | 220'379 CHF | 98.07% | 98.07% |
10.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 696'718 CHF | 233'239 CHF | 98.90% | 98.90% |
09.07.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 695'368 CHF | 232'789 CHF | 99.41% | 99.41% |
08.07.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 650'654 CHF | 217'885 CHF | 99.41% | 99.41% |
05.07.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 614'150 CHF | 205'717 CHF | 99.15% | 99.15% |
04.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 620'730 CHF | 207'910 CHF | 99.38% | 99.38% |
03.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 620'141 CHF | 207'714 CHF | 99.42% | 99.42% |
02.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 651'182 CHF | 218'061 CHF | 99.31% | 99.31% |