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 | 0.35% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 849'412 CHF | 284'137 CHF | 99.08% | 99.08% |
12.07.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 811'231 CHF | 271'410 CHF | 99.24% | 99.24% |
11.07.2024 | 0.35% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 849'554 CHF | 284'185 CHF | 98.25% | 98.25% |
10.07.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 808'980 CHF | 270'660 CHF | 99.24% | 99.24% |
09.07.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 822'895 CHF | 275'298 CHF | 99.23% | 99.23% |
08.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 836'974 CHF | 279'991 CHF | 99.23% | 99.23% |
05.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 827'586 CHF | 276'862 CHF | 99.23% | 99.23% |
04.07.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 814'029 CHF | 272'343 CHF | 99.23% | 99.23% |
03.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 808'869 CHF | 270'623 CHF | 99.23% | 99.23% |
02.07.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 747'559 CHF | 250'186 CHF | 99.23% | 99.23% |