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% | 2.97 CHF | 2.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'500'170 CHF | 301'033 CHF | 99.27% | 99.27% |
12.07.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'484'870 CHF | 297'974 CHF | 99.27% | 99.27% |
11.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'507'430 CHF | 302'485 CHF | 99.26% | 99.26% |
10.07.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'484'720 CHF | 297'945 CHF | 99.27% | 99.27% |
09.07.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'468'620 CHF | 294'725 CHF | 99.27% | 99.27% |
08.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'467'100 CHF | 294'420 CHF | 99.25% | 99.25% |
05.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'422'880 CHF | 285'576 CHF | 99.27% | 99.27% |
04.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'419'860 CHF | 284'972 CHF | 99.27% | 99.27% |
03.07.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'375'710 CHF | 276'142 CHF | 99.27% | 99.27% |
02.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'406'520 CHF | 282'303 CHF | 99.26% | 99.26% |