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 | 0.21% | 4.76 CHF | 4.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'378'710 CHF | 2'383'710 CHF | 99.99% | 99.99% |
12.07.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'438'770 CHF | 2'443'770 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 500'000 | 500'000 | 499'525 | 499'525 | 2'390'190 CHF | 2'395'190 CHF | 100.00% | 100.00% |
10.07.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'358'970 CHF | 2'363'970 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'382'050 CHF | 2'387'050 CHF | 100.00% | 100.00% |
08.07.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'400'480 CHF | 2'405'480 CHF | 100.00% | 100.00% |
05.07.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'474'210 CHF | 2'479'210 CHF | 100.00% | 100.00% |
04.07.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'454'400 CHF | 2'459'400 CHF | 100.00% | 100.00% |
03.07.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'440'250 CHF | 2'445'250 CHF | 100.00% | 100.00% |
02.07.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'484'820 CHF | 2'489'820 CHF | 100.00% | 100.00% |