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 | 0.30% | 3.29 CHF | 3.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 984'954 CHF | 329'318 CHF | 98.31% | 98.31% |
12.07.2024 | 0.32% | 3.24 CHF | 3.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 925'656 CHF | 309'552 CHF | 99.24% | 99.24% |
11.07.2024 | 0.29% | 3.22 CHF | 3.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'020'550 CHF | 341'182 CHF | 98.13% | 98.13% |
10.07.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'007'340 CHF | 336'782 CHF | 99.18% | 99.18% |
09.07.2024 | 0.29% | 3.31 CHF | 3.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'027'840 CHF | 343'613 CHF | 99.40% | 99.40% |
08.07.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 990'734 CHF | 331'245 CHF | 99.38% | 99.38% |
05.07.2024 | 0.34% | 3.21 CHF | 3.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 891'767 CHF | 298'256 CHF | 99.33% | 99.33% |
04.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 865'263 CHF | 289'421 CHF | 99.36% | 99.36% |
03.07.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 825'547 CHF | 276'182 CHF | 99.39% | 99.39% |
02.07.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 775'861 CHF | 259'620 CHF | 99.25% | 99.25% |