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 | 0.49% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'021'500 CHF | 205'301 CHF | 99.27% | 99.27% |
12.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'027'720 CHF | 206'543 CHF | 99.27% | 99.27% |
11.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'037'490 CHF | 208'497 CHF | 99.27% | 99.27% |
10.07.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'019'300 CHF | 204'860 CHF | 99.27% | 99.27% |
09.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'003'520 CHF | 201'704 CHF | 99.27% | 99.27% |
08.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'018'360 CHF | 204'671 CHF | 99.25% | 99.25% |
05.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'007'600 CHF | 202'520 CHF | 99.27% | 99.27% |
04.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'002'210 CHF | 201'442 CHF | 99.27% | 99.27% |
03.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 979'845 CHF | 196'969 CHF | 99.27% | 99.27% |
02.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 979'624 CHF | 196'925 CHF | 99.27% | 99.27% |