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 | 0.31% | 3.37 CHF | 3.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 639'537 CHF | 641'537 CHF | 99.08% | 99.08% |
12.07.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 626'471 CHF | 628'471 CHF | 98.47% | 98.47% |
11.07.2024 | 0.33% | 3.23 CHF | 3.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 609'677 CHF | 611'677 CHF | 99.25% | 99.25% |
10.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 590'906 CHF | 592'906 CHF | 94.89% | 94.89% |
09.07.2024 | 0.35% | 2.75 CHF | 2.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 564'126 CHF | 566'126 CHF | 99.45% | 99.45% |
08.07.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 578'420 CHF | 580'420 CHF | 99.81% | 99.81% |
05.07.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 582'381 CHF | 584'381 CHF | 99.75% | 99.75% |
04.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 572'499 CHF | 574'499 CHF | 99.81% | 99.81% |
03.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 565'102 CHF | 567'102 CHF | 99.11% | 99.11% |
02.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 533'284 CHF | 535'284 CHF | 99.81% | 99.81% |