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 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'040'280 CHF | 348'261 CHF | 93.43% | 93.43% |
12.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'040'640 CHF | 348'379 CHF | 95.34% | 95.34% |
11.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'048'750 CHF | 351'082 CHF | 97.74% | 97.74% |
10.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'060'110 CHF | 354'871 CHF | 98.60% | 98.60% |
09.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'052'240 CHF | 352'248 CHF | 97.45% | 97.45% |
08.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'046'540 CHF | 350'346 CHF | 96.10% | 96.10% |
05.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'040'800 CHF | 348'434 CHF | 97.97% | 97.97% |
04.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'043'130 CHF | 349'210 CHF | 97.66% | 97.66% |
03.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'049'460 CHF | 351'321 CHF | 97.39% | 97.39% |
02.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'063'520 CHF | 356'006 CHF | 96.84% | 96.84% |