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 | 0.47% | 2.13 CHF | 2.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 634'733 CHF | 212'578 CHF | 97.31% | 97.31% |
12.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 627'761 CHF | 210'254 CHF | 97.62% | 97.62% |
11.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 633'493 CHF | 212'164 CHF | 98.45% | 98.45% |
10.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 657'642 CHF | 220'214 CHF | 98.54% | 98.54% |
09.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 659'519 CHF | 220'840 CHF | 98.61% | 98.61% |
08.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 642'930 CHF | 215'310 CHF | 97.00% | 97.00% |
05.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 638'072 CHF | 213'691 CHF | 98.04% | 98.04% |
04.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 645'320 CHF | 216'107 CHF | 93.53% | 93.53% |
03.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 646'318 CHF | 216'439 CHF | 98.16% | 98.16% |
02.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 656'786 CHF | 219'928 CHF | 98.22% | 98.22% |