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% | 3.42 CHF | 3.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'024'450 CHF | 342'484 CHF | 98.43% | 98.43% |
12.07.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 966'354 CHF | 323'118 CHF | 99.33% | 99.33% |
11.07.2024 | 0.28% | 3.35 CHF | 3.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'060'330 CHF | 354'445 CHF | 98.09% | 98.09% |
10.07.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'046'910 CHF | 349'972 CHF | 99.17% | 99.17% |
09.07.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'068'070 CHF | 357'024 CHF | 99.36% | 99.36% |
08.07.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'030'710 CHF | 344'571 CHF | 99.38% | 99.38% |
05.07.2024 | 0.32% | 3.35 CHF | 3.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 932'248 CHF | 311'749 CHF | 99.28% | 99.28% |
04.07.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 906'105 CHF | 303'035 CHF | 99.37% | 99.37% |
03.07.2024 | 0.35% | 3.02 CHF | 3.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 867'635 CHF | 290'212 CHF | 99.24% | 99.24% |
02.07.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 819'208 CHF | 274'069 CHF | 99.11% | 99.11% |