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 | 0.39% | 2.57 CHF | 2.58 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 257'466 CHF | 129'233 CHF | 97.67% | 97.67% |
12.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 259'884 CHF | 130'442 CHF | 97.83% | 97.83% |
11.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 262'039 CHF | 131'519 CHF | 98.79% | 98.79% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 257'390 CHF | 129'195 CHF | 98.73% | 98.73% |
09.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 273'439 CHF | 137'220 CHF | 98.39% | 98.39% |
08.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 272'056 CHF | 136'528 CHF | 98.80% | 98.80% |
05.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 276'736 CHF | 138'868 CHF | 98.26% | 98.26% |
04.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 287'216 CHF | 144'108 CHF | 98.61% | 98.61% |
03.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 286'475 CHF | 143'738 CHF | 98.73% | 98.73% |
02.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 295'964 CHF | 148'482 CHF | 98.27% | 98.27% |