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 | 0.45% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 445'291 CHF | 447'291 CHF | 99.08% | 99.08% |
12.07.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 432'304 CHF | 434'304 CHF | 98.47% | 98.47% |
11.07.2024 | 0.48% | 2.26 CHF | 2.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 415'500 CHF | 417'500 CHF | 99.25% | 99.25% |
10.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 396'757 CHF | 398'757 CHF | 94.89% | 94.89% |
09.07.2024 | 0.54% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 370'002 CHF | 372'002 CHF | 99.45% | 99.45% |
08.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 384'326 CHF | 386'326 CHF | 99.81% | 99.81% |
05.07.2024 | 0.51% | 2.06 CHF | 2.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 388'353 CHF | 390'353 CHF | 99.75% | 99.75% |
04.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 378'481 CHF | 380'481 CHF | 99.81% | 99.81% |
03.07.2024 | 0.54% | 1.93 CHF | 1.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 371'119 CHF | 373'119 CHF | 99.11% | 99.11% |
02.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 339'320 CHF | 341'320 CHF | 99.81% | 99.81% |