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% | 2.42 CHF | 2.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 729'228 CHF | 244'076 CHF | 99.14% | 99.14% |
12.07.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 710'129 CHF | 237'710 CHF | 99.17% | 99.17% |
11.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 707'506 CHF | 236'835 CHF | 98.91% | 98.91% |
10.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 700'831 CHF | 234'610 CHF | 98.72% | 98.72% |
09.07.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 711'082 CHF | 238'027 CHF | 99.08% | 99.08% |
08.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 736'756 CHF | 246'585 CHF | 98.91% | 98.91% |
05.07.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 739'434 CHF | 247'478 CHF | 98.76% | 98.76% |
04.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 716'103 CHF | 239'701 CHF | 98.90% | 98.90% |
03.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 712'162 CHF | 238'387 CHF | 98.85% | 98.85% |
02.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 690'008 CHF | 231'003 CHF | 98.82% | 98.82% |