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 | 0.36% | 2.81 CHF | 2.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 625'048 CHF | 209'099 CHF | 99.56% | 99.56% |
12.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 616'755 CHF | 206'335 CHF | 99.41% | 99.41% |
11.07.2024 | 0.36% | 2.67 CHF | 2.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 624'234 CHF | 208'828 CHF | 99.68% | 99.68% |
10.07.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 616'332 CHF | 206'194 CHF | 99.60% | 99.60% |
09.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 612'909 CHF | 205'053 CHF | 99.58% | 99.58% |
08.07.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 644'610 CHF | 215'620 CHF | 99.53% | 99.53% |
05.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 629'776 CHF | 210'675 CHF | 99.53% | 99.53% |
04.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 620'648 CHF | 207'633 CHF | 99.58% | 99.58% |
03.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 595'291 CHF | 199'180 CHF | 99.57% | 99.57% |
02.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 559'347 CHF | 187'199 CHF | 99.56% | 99.56% |