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 | 0.33% | 2.93 CHF | 2.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'490'940 CHF | 299'188 CHF | 99.27% | 99.27% |
12.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'478'710 CHF | 296'742 CHF | 99.27% | 99.27% |
11.07.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'492'930 CHF | 299'585 CHF | 99.26% | 99.26% |
10.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'447'390 CHF | 290'477 CHF | 99.27% | 99.27% |
09.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'438'280 CHF | 288'655 CHF | 99.27% | 99.27% |
08.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'418'930 CHF | 284'786 CHF | 99.25% | 99.25% |
05.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'400'150 CHF | 281'030 CHF | 99.27% | 99.27% |
04.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'429'160 CHF | 286'831 CHF | 99.27% | 99.27% |
03.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'403'690 CHF | 281'738 CHF | 99.27% | 99.27% |
02.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'436'680 CHF | 288'337 CHF | 99.27% | 99.27% |