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 | 0.22% | 4.62 CHF | 4.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'310'860 CHF | 2'315'860 CHF | 100.00% | 100.00% |
12.07.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'370'850 CHF | 2'375'850 CHF | 100.00% | 100.00% |
11.07.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500'000 | 500'000 | 499'522 | 499'522 | 2'322'220 CHF | 2'327'220 CHF | 99.98% | 99.98% |
10.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'290'740 CHF | 2'295'740 CHF | 99.99% | 99.99% |
09.07.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'314'030 CHF | 2'319'030 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'332'510 CHF | 2'337'510 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'406'070 CHF | 2'411'070 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'386'320 CHF | 2'391'320 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'372'220 CHF | 2'377'220 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'416'190 CHF | 2'421'190 CHF | 99.99% | 99.99% |