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 | 0.26% | 3.83 CHF | 3.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 958'066 CHF | 384'226 CHF | 99.37% | 99.37% |
12.07.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 934'624 CHF | 374'850 CHF | 99.37% | 99.37% |
11.07.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 942'722 CHF | 378'089 CHF | 98.89% | 98.89% |
10.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 785'047 CHF | 315'019 CHF | 99.36% | 99.36% |
09.07.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 754'324 CHF | 302'729 CHF | 99.38% | 99.38% |
08.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 727'887 CHF | 292'155 CHF | 99.38% | 99.38% |
05.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 735'198 CHF | 295'079 CHF | 98.76% | 98.76% |
04.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 734'136 CHF | 294'654 CHF | 99.15% | 99.15% |
03.07.2024 | 0.30% | 3.21 CHF | 3.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 820'321 CHF | 329'129 CHF | 99.38% | 99.38% |
02.07.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 877'774 CHF | 352'110 CHF | 99.38% | 99.38% |