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 | 0.23% | 4.36 CHF | 4.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'180'710 CHF | 2'185'710 CHF | 100.00% | 100.00% |
12.07.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'240'510 CHF | 2'245'510 CHF | 100.00% | 100.00% |
11.07.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 500'000 | 500'000 | 499'525 | 499'525 | 2'192'210 CHF | 2'197'210 CHF | 99.99% | 99.99% |
10.07.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'160'470 CHF | 2'165'470 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'183'240 CHF | 2'188'240 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'202'540 CHF | 2'207'540 CHF | 100.00% | 100.00% |
05.07.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'275'730 CHF | 2'280'730 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'255'320 CHF | 2'260'320 CHF | 100.00% | 100.00% |
03.07.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'241'240 CHF | 2'246'240 CHF | 100.00% | 100.00% |
02.07.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'285'040 CHF | 2'290'040 CHF | 100.00% | 100.00% |