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 | 0.46% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'013 CHF | 161'763 CHF | 99.19% | 99.19% |
12.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'609 CHF | 161'359 CHF | 99.27% | 99.27% |
11.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'541 CHF | 160'291 CHF | 98.46% | 98.46% |
10.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'405 CHF | 156'155 CHF | 99.02% | 99.02% |
09.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'737 CHF | 151'487 CHF | 99.23% | 99.23% |
08.07.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 150'668 CHF | 151'418 CHF | 98.89% | 98.89% |
05.07.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 152'357 CHF | 153'107 CHF | 99.23% | 99.23% |
04.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'911 CHF | 154'661 CHF | 99.23% | 99.23% |
03.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 152'274 CHF | 153'024 CHF | 99.23% | 99.23% |
02.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'953 CHF | 149'703 CHF | 99.24% | 99.24% |