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 | 0.38% | 2.55 CHF | 2.56 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 658'481 CHF | 198'294 CHF | 97.40% | 97.40% |
12.07.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 686'378 CHF | 206'663 CHF | 99.41% | 99.41% |
11.07.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 628'707 CHF | 189'362 CHF | 98.16% | 98.16% |
10.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 597'857 CHF | 180'107 CHF | 99.24% | 99.24% |
09.07.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 602'088 CHF | 181'376 CHF | 98.94% | 98.94% |
08.07.2024 | 0.40% | 2.40 CHF | 2.41 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 622'682 CHF | 187'555 CHF | 99.40% | 99.40% |
05.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 608'242 CHF | 183'223 CHF | 99.41% | 99.41% |
04.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 602'711 CHF | 181'563 CHF | 99.38% | 99.38% |
03.07.2024 | 0.40% | 2.37 CHF | 2.38 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 624'443 CHF | 188'083 CHF | 97.78% | 97.78% |
02.07.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 598'336 CHF | 180'251 CHF | 98.86% | 98.86% |