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 | 0.26% | 3.80 CHF | 3.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'898'940 CHF | 1'903'940 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'958'390 CHF | 1'963'390 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 500'000 | 500'000 | 499'522 | 499'522 | 1'910'180 CHF | 1'915'180 CHF | 99.99% | 99.99% |
10.07.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'877'590 CHF | 1'882'590 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'900'890 CHF | 1'905'890 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'920'330 CHF | 1'925'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'992'790 CHF | 1'997'790 CHF | 99.99% | 99.99% |
04.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'972'140 CHF | 1'977'140 CHF | 100.00% | 100.00% |
03.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'957'060 CHF | 1'962'060 CHF | 100.00% | 100.00% |
02.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'000'790 CHF | 2'005'790 CHF | 100.00% | 100.00% |