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 | 0.41% | 2.46 CHF | 2.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 544'524 CHF | 182'258 CHF | 99.72% | 99.72% |
12.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 537'632 CHF | 179'961 CHF | 99.43% | 99.43% |
11.07.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 545'134 CHF | 182'461 CHF | 99.54% | 99.54% |
10.07.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 537'618 CHF | 179'956 CHF | 99.58% | 99.58% |
09.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 534'114 CHF | 178'788 CHF | 99.55% | 99.55% |
08.07.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 563'577 CHF | 188'609 CHF | 99.48% | 99.48% |
05.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 549'246 CHF | 183'832 CHF | 99.53% | 99.53% |
04.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 540'256 CHF | 180'835 CHF | 99.55% | 99.55% |
03.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 516'962 CHF | 173'070 CHF | 99.61% | 99.61% |
02.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 484'251 CHF | 162'167 CHF | 99.57% | 99.57% |