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% | 2.85 CHF | 2.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 857'700 CHF | 286'900 CHF | 99.17% | 99.17% |
12.07.2024 | 0.37% | 2.85 CHF | 2.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 815'281 CHF | 272'760 CHF | 99.26% | 99.26% |
11.07.2024 | 0.34% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 881'497 CHF | 294'832 CHF | 99.21% | 99.21% |
10.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 844'068 CHF | 282'356 CHF | 99.22% | 99.22% |
09.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 837'209 CHF | 280'070 CHF | 99.22% | 99.22% |
08.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 829'003 CHF | 277'334 CHF | 99.22% | 99.22% |
05.07.2024 | 0.34% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 882'344 CHF | 295'115 CHF | 98.45% | 98.45% |
04.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 901'108 CHF | 301'369 CHF | 99.23% | 99.23% |
03.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 851'353 CHF | 284'784 CHF | 99.22% | 99.22% |
02.07.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 818'675 CHF | 273'892 CHF | 99.20% | 99.20% |