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 | 1'010'210 CHF | 203'042 CHF | 99.27% | 99.27% |
12.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'008'550 CHF | 202'709 CHF | 99.27% | 99.27% |
11.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'006'020 CHF | 202'205 CHF | 99.27% | 99.27% |
10.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'009'850 CHF | 202'971 CHF | 99.27% | 99.27% |
09.07.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'006'970 CHF | 202'395 CHF | 99.27% | 99.27% |
08.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'005'000 CHF | 202'000 CHF | 99.25% | 99.25% |
05.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'002'620 CHF | 201'523 CHF | 99.27% | 99.27% |
04.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'012'680 CHF | 203'536 CHF | 99.27% | 99.27% |
03.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'014'580 CHF | 203'916 CHF | 99.27% | 99.27% |
02.07.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'019'630 CHF | 204'926 CHF | 99.27% | 99.27% |