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 | 0.24% | 4.21 CHF | 4.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'104'580 CHF | 2'109'580 CHF | 100.00% | 100.00% |
12.07.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'164'820 CHF | 2'169'820 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500'000 | 500'000 | 499'513 | 499'513 | 2'116'120 CHF | 2'121'120 CHF | 99.99% | 99.99% |
10.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'084'190 CHF | 2'089'190 CHF | 100.00% | 100.00% |
09.07.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'107'300 CHF | 2'112'300 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'126'460 CHF | 2'131'460 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'199'330 CHF | 2'204'330 CHF | 100.00% | 100.00% |
04.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'179'260 CHF | 2'184'260 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'164'630 CHF | 2'169'630 CHF | 100.00% | 100.00% |
02.07.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'208'740 CHF | 2'213'740 CHF | 100.00% | 100.00% |