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 | 0.31% | 3.29 CHF | 3.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 973'928 CHF | 325'643 CHF | 99.39% | 99.39% |
12.07.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 935'407 CHF | 312'802 CHF | 99.42% | 99.42% |
11.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 978'734 CHF | 327'244 CHF | 98.07% | 98.07% |
10.07.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'016'810 CHF | 339'936 CHF | 98.90% | 98.90% |
09.07.2024 | 0.30% | 3.45 CHF | 3.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'015'310 CHF | 339'437 CHF | 99.41% | 99.41% |
08.07.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 970'230 CHF | 324'410 CHF | 99.41% | 99.41% |
05.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 934'167 CHF | 312'389 CHF | 99.14% | 99.14% |
04.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 940'860 CHF | 314'620 CHF | 99.38% | 99.38% |
03.07.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 940'262 CHF | 314'421 CHF | 99.42% | 99.42% |
02.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 970'430 CHF | 324'477 CHF | 99.31% | 99.31% |