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 | 0.43% | 2.31 CHF | 2.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 698'171 CHF | 233'724 CHF | 99.11% | 99.11% |
12.07.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'638 CHF | 227'546 CHF | 99.16% | 99.16% |
11.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 677'433 CHF | 226'811 CHF | 98.92% | 98.92% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 670'985 CHF | 224'662 CHF | 98.64% | 98.64% |
09.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 681'109 CHF | 228'036 CHF | 98.79% | 98.79% |
08.07.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 706'476 CHF | 236'492 CHF | 98.89% | 98.89% |
05.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 709'032 CHF | 237'344 CHF | 98.82% | 98.82% |
04.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 686'079 CHF | 229'693 CHF | 98.89% | 98.89% |
03.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 682'280 CHF | 228'427 CHF | 98.81% | 98.81% |
02.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 660'333 CHF | 221'111 CHF | 98.83% | 98.83% |