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% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'667 CHF | 187'417 CHF | 98.89% | 98.89% |
12.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'478 CHF | 188'228 CHF | 99.41% | 99.41% |
11.07.2024 | 0.37% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'227 CHF | 203'977 CHF | 98.38% | 98.38% |
10.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 201'790 CHF | 202'540 CHF | 99.20% | 99.20% |
09.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 201'465 CHF | 202'215 CHF | 97.93% | 97.93% |
08.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 201'694 CHF | 202'444 CHF | 99.07% | 99.07% |
05.07.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'397 CHF | 194'147 CHF | 99.40% | 99.40% |
04.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 190'265 CHF | 191'015 CHF | 99.41% | 99.41% |
03.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'105 CHF | 188'855 CHF | 99.40% | 99.40% |
02.07.2024 | 0.42% | 2.44 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'142 CHF | 179'892 CHF | 99.30% | 99.30% |