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% | 2.43 CHF | 2.44 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'090'460 CHF | 243'325 CHF | 99.37% | 99.37% |
12.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'049'130 CHF | 234'139 CHF | 99.38% | 99.38% |
11.07.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'014'520 CHF | 226'448 CHF | 98.49% | 98.49% |
10.07.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 962'598 CHF | 214'911 CHF | 99.38% | 99.38% |
09.07.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'003'180 CHF | 223'930 CHF | 99.38% | 99.38% |
08.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 996'011 CHF | 222'336 CHF | 99.38% | 99.38% |
05.07.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 966'231 CHF | 215'718 CHF | 99.38% | 99.38% |
04.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 952'219 CHF | 212'604 CHF | 98.59% | 98.59% |
03.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 897'790 CHF | 200'509 CHF | 99.37% | 99.37% |
02.07.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 846'668 CHF | 189'148 CHF | 99.37% | 99.37% |