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 | 0.49% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 605'074 CHF | 202'691 CHF | 99.11% | 99.11% |
12.07.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 586'881 CHF | 196'627 CHF | 99.16% | 99.16% |
11.07.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 584'889 CHF | 195'963 CHF | 99.13% | 99.13% |
10.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 578'598 CHF | 193'866 CHF | 98.64% | 98.64% |
09.07.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 588'756 CHF | 197'252 CHF | 98.84% | 98.84% |
08.07.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 614'085 CHF | 205'695 CHF | 98.94% | 98.94% |
05.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 616'582 CHF | 206'527 CHF | 98.78% | 98.78% |
04.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 593'760 CHF | 198'920 CHF | 98.89% | 98.89% |
03.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 590'131 CHF | 197'710 CHF | 98.80% | 98.80% |
02.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 568'364 CHF | 190'455 CHF | 98.82% | 98.82% |