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 | 0.28% | 3.53 CHF | 3.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'060'410 CHF | 354'469 CHF | 99.16% | 99.16% |
12.07.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'018'540 CHF | 340'513 CHF | 99.25% | 99.25% |
11.07.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'084'930 CHF | 362'644 CHF | 99.22% | 99.22% |
10.07.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'047'530 CHF | 350'177 CHF | 99.23% | 99.23% |
09.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'040'650 CHF | 347'883 CHF | 99.23% | 99.23% |
08.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'031'690 CHF | 344'898 CHF | 99.21% | 99.21% |
05.07.2024 | 0.28% | 3.42 CHF | 3.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'085'720 CHF | 362'907 CHF | 98.45% | 98.45% |
04.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'105'080 CHF | 369'359 CHF | 99.23% | 99.23% |
03.07.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'055'510 CHF | 352'835 CHF | 99.21% | 99.21% |
02.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'023'050 CHF | 342'016 CHF | 99.20% | 99.20% |