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 | 0.29% | 3.42 CHF | 3.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'727'060 CHF | 346'412 CHF | 99.27% | 99.27% |
12.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'711'360 CHF | 343'272 CHF | 99.27% | 99.27% |
11.07.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'734'020 CHF | 347'803 CHF | 99.26% | 99.26% |
10.07.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'711'140 CHF | 343'228 CHF | 99.27% | 99.27% |
09.07.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'695'450 CHF | 340'089 CHF | 99.27% | 99.27% |
08.07.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'693'390 CHF | 339'677 CHF | 99.25% | 99.25% |
05.07.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'649'710 CHF | 330'942 CHF | 99.27% | 99.27% |
04.07.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'646'120 CHF | 330'224 CHF | 99.27% | 99.27% |
03.07.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'602'030 CHF | 321'406 CHF | 99.27% | 99.27% |
02.07.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'632'560 CHF | 327'512 CHF | 99.27% | 99.27% |