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 | 0.40% | 2.49 CHF | 2.50 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 310'334 CHF | 311'584 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 298'801 CHF | 300'051 CHF | 98.95% | 98.95% |
11.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 289'093 CHF | 290'343 CHF | 99.63% | 99.63% |
10.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 274'865 CHF | 276'115 CHF | 99.83% | 99.83% |
09.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 285'972 CHF | 287'222 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 284'170 CHF | 285'420 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 276'085 CHF | 277'335 CHF | 100.00% | 100.00% |
04.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 272'343 CHF | 273'593 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 257'836 CHF | 259'086 CHF | 99.49% | 99.49% |
02.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 243'443 CHF | 244'693 CHF | 99.98% | 99.98% |