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% | 3.56 CHF | 3.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'066'540 CHF | 356'515 CHF | 98.33% | 98.33% |
12.07.2024 | 0.30% | 3.52 CHF | 3.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'008'010 CHF | 337'002 CHF | 99.30% | 99.30% |
11.07.2024 | 0.27% | 3.49 CHF | 3.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'102'560 CHF | 368'521 CHF | 98.11% | 98.11% |
10.07.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'088'940 CHF | 363'981 CHF | 99.23% | 99.23% |
09.07.2024 | 0.27% | 3.59 CHF | 3.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'110'140 CHF | 371'046 CHF | 99.38% | 99.38% |
08.07.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'072'540 CHF | 358'512 CHF | 99.34% | 99.34% |
05.07.2024 | 0.31% | 3.49 CHF | 3.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 974'100 CHF | 325'700 CHF | 99.31% | 99.31% |
04.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 947'913 CHF | 316'971 CHF | 99.37% | 99.37% |
03.07.2024 | 0.33% | 3.16 CHF | 3.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 908'926 CHF | 303'975 CHF | 99.39% | 99.39% |
02.07.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 860'286 CHF | 287'762 CHF | 99.07% | 99.07% |