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 | 0.40% | 5.00 CHF | 5.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'516'770 CHF | 505'354 CHF | 99.27% | 99.27% |
12.07.2024 | 0.40% | 5.02 CHF | 5.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'503'410 CHF | 502'682 CHF | 99.27% | 99.27% |
11.07.2024 | 0.40% | 4.95 CHF | 4.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'470'880 CHF | 496'175 CHF | 99.27% | 99.27% |
10.07.2024 | 0.42% | 4.86 CHF | 4.88 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'400'150 CHF | 482'030 CHF | 99.27% | 99.27% |
09.07.2024 | 0.42% | 4.73 CHF | 4.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'360'060 CHF | 474'013 CHF | 99.27% | 99.27% |
08.07.2024 | 0.41% | 4.81 CHF | 4.83 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'408'450 CHF | 483'689 CHF | 99.25% | 99.25% |
05.07.2024 | 0.42% | 4.78 CHF | 4.80 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'400'180 CHF | 482'037 CHF | 99.27% | 99.27% |
04.07.2024 | 0.41% | 4.83 CHF | 4.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'424'160 CHF | 486'831 CHF | 99.27% | 99.27% |
03.07.2024 | 0.42% | 4.82 CHF | 4.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'377'090 CHF | 477'417 CHF | 99.27% | 99.27% |
02.07.2024 | 0.43% | 4.67 CHF | 4.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'298'010 CHF | 461'602 CHF | 99.27% | 99.27% |