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 | 0.32% | 3.17 CHF | 3.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 949'826 CHF | 317'609 CHF | 98.43% | 98.43% |
12.07.2024 | 0.34% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 890'635 CHF | 297'878 CHF | 99.24% | 99.24% |
11.07.2024 | 0.30% | 3.10 CHF | 3.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 985'768 CHF | 329'589 CHF | 98.04% | 98.04% |
10.07.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 971'989 CHF | 324'996 CHF | 99.22% | 99.22% |
09.07.2024 | 0.30% | 3.20 CHF | 3.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 992'992 CHF | 331'997 CHF | 99.40% | 99.40% |
08.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 955'781 CHF | 319'594 CHF | 99.36% | 99.36% |
05.07.2024 | 0.35% | 3.08 CHF | 3.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 856'896 CHF | 286'632 CHF | 99.35% | 99.35% |
04.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 830'316 CHF | 277'772 CHF | 99.37% | 99.37% |
03.07.2024 | 0.38% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 790'771 CHF | 264'590 CHF | 99.17% | 99.17% |
02.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 741'190 CHF | 248'063 CHF | 99.11% | 99.11% |