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 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 805'783 CHF | 269'594 CHF | 99.41% | 99.41% |
12.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 767'364 CHF | 256'788 CHF | 99.42% | 99.42% |
11.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 810'877 CHF | 271'292 CHF | 98.06% | 98.06% |
10.07.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 849'270 CHF | 284'090 CHF | 98.90% | 98.90% |
09.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 847'753 CHF | 283'584 CHF | 99.41% | 99.41% |
08.07.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 802'892 CHF | 268'631 CHF | 99.41% | 99.41% |
05.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 766'693 CHF | 256'564 CHF | 99.14% | 99.14% |
04.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 773'207 CHF | 258'736 CHF | 99.38% | 99.38% |
03.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 772'685 CHF | 258'562 CHF | 99.41% | 99.41% |
02.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 803'264 CHF | 268'755 CHF | 99.31% | 99.31% |