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 | 0.34% | 2.95 CHF | 2.96 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 654'966 CHF | 219'072 CHF | 99.44% | 99.44% |
12.07.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 648'231 CHF | 216'827 CHF | 99.44% | 99.44% |
11.07.2024 | 0.34% | 2.81 CHF | 2.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 655'721 CHF | 219'324 CHF | 99.69% | 99.69% |
10.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 647'820 CHF | 216'690 CHF | 99.58% | 99.58% |
09.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 643'990 CHF | 215'413 CHF | 99.58% | 99.58% |
08.07.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 673'475 CHF | 225'242 CHF | 99.52% | 99.52% |
05.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 659'235 CHF | 220'495 CHF | 99.54% | 99.54% |
04.07.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 650'211 CHF | 217'487 CHF | 99.57% | 99.57% |
03.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 626'148 CHF | 209'466 CHF | 99.55% | 99.55% |
02.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 591'814 CHF | 198'021 CHF | 99.58% | 99.58% |