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 | 0.33% | 2.83 CHF | 2.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 447'745 CHF | 449'245 CHF | 98.60% | 98.60% |
12.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 435'875 CHF | 437'375 CHF | 99.23% | 99.23% |
11.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 413'795 CHF | 415'295 CHF | 97.57% | 97.57% |
10.07.2024 | 0.41% | 2.55 CHF | 2.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 361'198 CHF | 362'698 CHF | 99.20% | 99.20% |
09.07.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 367'793 CHF | 369'293 CHF | 99.30% | 99.30% |
08.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 356'197 CHF | 357'697 CHF | 97.58% | 97.58% |
05.07.2024 | 0.41% | 2.28 CHF | 2.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 361'335 CHF | 362'835 CHF | 99.28% | 99.28% |
04.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 355'979 CHF | 357'479 CHF | 99.17% | 99.17% |
03.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 347'436 CHF | 348'936 CHF | 99.16% | 99.16% |
02.07.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 323'504 CHF | 325'004 CHF | 99.16% | 99.16% |