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% | 2.96 CHF | 2.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 627'136 CHF | 629'136 CHF | 99.08% | 99.08% |
12.07.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 642'238 CHF | 644'238 CHF | 98.44% | 98.44% |
11.07.2024 | 0.30% | 3.12 CHF | 3.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 659'886 CHF | 661'886 CHF | 99.25% | 99.25% |
10.07.2024 | 0.29% | 3.35 CHF | 3.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 679'180 CHF | 681'180 CHF | 94.89% | 94.89% |
09.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 706'637 CHF | 708'637 CHF | 99.45% | 99.45% |
08.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 693'016 CHF | 695'016 CHF | 99.81% | 99.81% |
05.07.2024 | 0.29% | 3.34 CHF | 3.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 691'018 CHF | 693'018 CHF | 99.74% | 99.74% |
04.07.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 701'704 CHF | 703'704 CHF | 99.81% | 99.81% |
03.07.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 709'662 CHF | 711'662 CHF | 99.11% | 99.11% |
02.07.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 742'214 CHF | 744'214 CHF | 99.81% | 99.81% |