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 | 0.38% | 2.67 CHF | 2.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 794'207 CHF | 265'736 CHF | 99.56% | 99.56% |
12.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 786'228 CHF | 263'076 CHF | 99.40% | 99.40% |
11.07.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 792'468 CHF | 265'156 CHF | 99.66% | 99.66% |
10.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 784'833 CHF | 262'611 CHF | 99.57% | 99.57% |
09.07.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 781'709 CHF | 261'570 CHF | 99.51% | 99.51% |
08.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 809'548 CHF | 270'849 CHF | 99.59% | 99.59% |
05.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 796'270 CHF | 266'423 CHF | 99.54% | 99.54% |
04.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 787'698 CHF | 263'566 CHF | 99.58% | 99.58% |
03.07.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 764'306 CHF | 255'769 CHF | 99.54% | 99.54% |
02.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 730'648 CHF | 244'549 CHF | 99.53% | 99.53% |