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 | 0.40% | 2.48 CHF | 2.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 568'388 CHF | 190'213 CHF | 99.16% | 99.16% |
12.07.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 542'828 CHF | 181'693 CHF | 99.17% | 99.17% |
11.07.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 520'838 CHF | 174'363 CHF | 99.16% | 99.16% |
10.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 493'740 CHF | 165'330 CHF | 99.17% | 99.17% |
09.07.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 496'833 CHF | 166'361 CHF | 99.17% | 99.17% |
08.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 492'702 CHF | 164'984 CHF | 99.15% | 99.15% |
05.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 473'175 CHF | 158'475 CHF | 99.15% | 99.15% |
04.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 444'264 CHF | 148'838 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 432'124 CHF | 144'791 CHF | 99.15% | 99.15% |
02.07.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 393'084 CHF | 131'778 CHF | 99.17% | 99.17% |