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 | 0.33% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 907'382 CHF | 303'461 CHF | 99.08% | 99.08% |
12.07.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 869'056 CHF | 290'685 CHF | 99.24% | 99.24% |
11.07.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 907'395 CHF | 303'465 CHF | 98.24% | 98.24% |
10.07.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 866'611 CHF | 289'870 CHF | 99.23% | 99.23% |
09.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 880'406 CHF | 294'469 CHF | 99.23% | 99.23% |
08.07.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 894'450 CHF | 299'150 CHF | 99.23% | 99.23% |
05.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 885'118 CHF | 296'039 CHF | 99.23% | 99.23% |
04.07.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 871'476 CHF | 291'492 CHF | 99.23% | 99.23% |
03.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 866'308 CHF | 289'769 CHF | 99.23% | 99.23% |
02.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 804'934 CHF | 269'312 CHF | 99.23% | 99.23% |