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 | 0.48% | 2.10 CHF | 2.11 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'258'360 CHF | 526'817 CHF | 91.69% | 91.69% |
12.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'266'880 CHF | 530'365 CHF | 97.68% | 97.68% |
11.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'254'040 CHF | 525'015 CHF | 95.50% | 95.50% |
10.07.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'250'740 CHF | 523'643 CHF | 94.66% | 94.66% |
09.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'238'800 CHF | 518'665 CHF | 96.85% | 96.85% |
08.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'267'180 CHF | 530'492 CHF | 94.18% | 94.18% |
05.07.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'261'150 CHF | 527'979 CHF | 92.36% | 92.36% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'252'570 CHF | 524'404 CHF | 87.60% | 87.60% |
03.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'235'130 CHF | 517'136 CHF | 94.41% | 94.41% |
02.07.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'218'580 CHF | 510'240 CHF | 95.73% | 95.73% |