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% | 3.45 CHF | 3.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 787'230 CHF | 263'160 CHF | 99.16% | 99.16% |
12.07.2024 | 0.30% | 3.48 CHF | 3.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 761'120 CHF | 254'457 CHF | 99.17% | 99.17% |
11.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 738'974 CHF | 247'074 CHF | 99.16% | 99.16% |
10.07.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 710'708 CHF | 237'653 CHF | 99.16% | 99.16% |
09.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 712'872 CHF | 238'374 CHF | 99.17% | 99.17% |
08.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 710'012 CHF | 237'421 CHF | 99.16% | 99.16% |
05.07.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 688'627 CHF | 230'292 CHF | 99.15% | 99.15% |
04.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 657'764 CHF | 220'005 CHF | 99.17% | 99.17% |
03.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 644'736 CHF | 215'662 CHF | 99.15% | 99.15% |
02.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 601'385 CHF | 201'212 CHF | 99.17% | 99.17% |