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 | 0.42% | 2.31 CHF | 2.32 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 600'347 CHF | 180'854 CHF | 97.40% | 97.40% |
12.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 628'238 CHF | 189'221 CHF | 99.40% | 99.40% |
11.07.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 570'246 CHF | 171'824 CHF | 98.16% | 98.16% |
10.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 539'236 CHF | 162'521 CHF | 99.24% | 99.24% |
09.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 543'723 CHF | 163'867 CHF | 98.94% | 98.94% |
08.07.2024 | 0.44% | 2.17 CHF | 2.18 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 564'720 CHF | 170'166 CHF | 99.40% | 99.40% |
05.07.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 550'001 CHF | 165'750 CHF | 99.41% | 99.41% |
04.07.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 544'300 CHF | 164'040 CHF | 99.38% | 99.38% |
03.07.2024 | 0.44% | 2.14 CHF | 2.15 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 565'667 CHF | 170'450 CHF | 97.77% | 97.77% |
02.07.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 539'846 CHF | 162'704 CHF | 98.86% | 98.86% |