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 | 0.28% | 3.58 CHF | 3.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'072'810 CHF | 358'603 CHF | 98.45% | 98.45% |
12.07.2024 | 0.30% | 3.53 CHF | 3.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'013'360 CHF | 338'787 CHF | 99.19% | 99.19% |
11.07.2024 | 0.27% | 3.51 CHF | 3.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'108'900 CHF | 370'634 CHF | 98.06% | 98.06% |
10.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'095'060 CHF | 366'019 CHF | 99.17% | 99.17% |
09.07.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'115'950 CHF | 372'985 CHF | 99.38% | 99.38% |
08.07.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'078'200 CHF | 360'399 CHF | 99.39% | 99.39% |
05.07.2024 | 0.31% | 3.50 CHF | 3.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 979'698 CHF | 327'566 CHF | 99.32% | 99.32% |
04.07.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 953'333 CHF | 318'778 CHF | 99.38% | 99.38% |
03.07.2024 | 0.33% | 3.18 CHF | 3.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 913'668 CHF | 305'556 CHF | 99.38% | 99.38% |
02.07.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 863'793 CHF | 288'931 CHF | 99.14% | 99.14% |