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 | 0.41% | 2.45 CHF | 2.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'224'680 CHF | 1'229'680 CHF | 99.99% | 99.99% |
12.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'171'390 CHF | 1'176'390 CHF | 100.00% | 100.00% |
11.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 499'543 | 499'543 | 1'222'280 CHF | 1'227'280 CHF | 99.99% | 99.99% |
10.07.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'263'630 CHF | 1'268'630 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'240'840 CHF | 1'245'840 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'214'590 CHF | 1'219'590 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'153'470 CHF | 1'158'470 CHF | 100.00% | 100.00% |
04.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'182'470 CHF | 1'187'470 CHF | 100.00% | 100.00% |
03.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'205'760 CHF | 1'210'760 CHF | 100.00% | 100.00% |
02.07.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'167'940 CHF | 1'172'940 CHF | 100.00% | 100.00% |