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 | 0.41% | 2.44 CHF | 2.45 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'464'060 CHF | 612'525 CHF | 91.68% | 91.68% |
12.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'472'180 CHF | 615'910 CHF | 97.68% | 97.68% |
11.07.2024 | 0.41% | 2.42 CHF | 2.42 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'459'220 CHF | 610'509 CHF | 95.50% | 95.50% |
10.07.2024 | 0.41% | 2.44 CHF | 2.46 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'455'320 CHF | 608'883 CHF | 94.66% | 94.66% |
09.07.2024 | 0.41% | 2.40 CHF | 2.40 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'443'250 CHF | 603'855 CHF | 96.85% | 96.85% |
08.07.2024 | 0.41% | 2.44 CHF | 2.44 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'471'630 CHF | 615'680 CHF | 94.18% | 94.18% |
05.07.2024 | 0.41% | 2.44 CHF | 2.44 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'465'880 CHF | 613'283 CHF | 92.36% | 92.36% |
04.07.2024 | 0.41% | 2.42 CHF | 2.44 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'457'160 CHF | 609'652 CHF | 87.61% | 87.61% |
03.07.2024 | 0.42% | 2.42 CHF | 2.44 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'439'520 CHF | 602'300 CHF | 94.41% | 94.41% |
02.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'422'420 CHF | 595'176 CHF | 95.72% | 95.72% |