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 | 0.32% | 3.09 CHF | 3.10 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 705'666 CHF | 235'972 CHF | 99.17% | 99.17% |
12.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 679'736 CHF | 227'329 CHF | 99.17% | 99.17% |
11.07.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 657'590 CHF | 219'947 CHF | 99.16% | 99.16% |
10.07.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 629'671 CHF | 210'640 CHF | 99.16% | 99.16% |
09.07.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 632'206 CHF | 211'485 CHF | 99.16% | 99.16% |
08.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 628'910 CHF | 210'386 CHF | 99.15% | 99.15% |
05.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 607'931 CHF | 203'394 CHF | 99.15% | 99.15% |
04.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 577'637 CHF | 193'296 CHF | 99.17% | 99.17% |
03.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 564'896 CHF | 189'049 CHF | 99.15% | 99.15% |
02.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 522'782 CHF | 175'011 CHF | 99.17% | 99.17% |