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 | 0.29% | 3.46 CHF | 3.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'037'590 CHF | 346'865 CHF | 98.42% | 98.42% |
12.07.2024 | 0.31% | 3.42 CHF | 3.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 978'289 CHF | 327'096 CHF | 99.34% | 99.34% |
11.07.2024 | 0.28% | 3.39 CHF | 3.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'073'570 CHF | 358'857 CHF | 98.15% | 98.15% |
10.07.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'060'050 CHF | 354'350 CHF | 99.19% | 99.19% |
09.07.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'080'480 CHF | 361'161 CHF | 99.39% | 99.39% |
08.07.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'043'210 CHF | 348'737 CHF | 99.34% | 99.34% |
05.07.2024 | 0.32% | 3.38 CHF | 3.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 944'278 CHF | 315'760 CHF | 99.29% | 99.29% |
04.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 917'974 CHF | 306'991 CHF | 99.37% | 99.37% |
03.07.2024 | 0.34% | 3.06 CHF | 3.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 878'132 CHF | 293'711 CHF | 99.39% | 99.39% |
02.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 828'483 CHF | 277'161 CHF | 99.22% | 99.22% |