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 | 0.45% | 2.25 CHF | 2.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'121'060 CHF | 225'212 CHF | 99.27% | 99.27% |
12.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'119'440 CHF | 224'889 CHF | 99.27% | 99.27% |
11.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'117'230 CHF | 224'447 CHF | 99.27% | 99.27% |
10.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'119'970 CHF | 224'994 CHF | 99.27% | 99.27% |
09.07.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'118'120 CHF | 224'625 CHF | 99.27% | 99.27% |
08.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'115'110 CHF | 224'023 CHF | 99.25% | 99.25% |
05.07.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'113'080 CHF | 223'616 CHF | 99.27% | 99.27% |
04.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'123'280 CHF | 225'655 CHF | 99.27% | 99.27% |
03.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'125'000 CHF | 225'999 CHF | 99.27% | 99.27% |
02.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'129'840 CHF | 226'967 CHF | 99.27% | 99.27% |