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 | 0.31% | 3.17 CHF | 3.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'594'880 CHF | 319'976 CHF | 99.27% | 99.27% |
12.07.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'569'390 CHF | 314'878 CHF | 99.27% | 99.27% |
11.07.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'585'720 CHF | 318'144 CHF | 99.27% | 99.27% |
10.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'554'120 CHF | 311'825 CHF | 99.27% | 99.27% |
09.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'573'960 CHF | 315'791 CHF | 99.27% | 99.27% |
08.07.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'525'910 CHF | 306'181 CHF | 99.25% | 99.25% |
05.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'476'490 CHF | 296'299 CHF | 99.27% | 99.27% |
04.07.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'470'750 CHF | 295'151 CHF | 99.27% | 99.27% |
03.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'446'560 CHF | 290'311 CHF | 99.27% | 99.27% |
02.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'463'100 CHF | 293'620 CHF | 99.26% | 99.26% |