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 | 0.29% | 3.39 CHF | 3.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'695'530 CHF | 1'700'530 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'755'270 CHF | 1'760'270 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500'000 | 500'000 | 499'737 | 499'737 | 1'707'090 CHF | 1'712'090 CHF | 99.98% | 99.98% |
10.07.2024 | 0.30% | 3.42 CHF | 3.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'673'780 CHF | 1'678'780 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'696'550 CHF | 1'701'550 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'717'060 CHF | 1'722'060 CHF | 100.00% | 100.00% |
05.07.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'788'760 CHF | 1'793'760 CHF | 100.00% | 100.00% |
04.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'767'660 CHF | 1'772'660 CHF | 100.00% | 100.00% |
03.07.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'752'130 CHF | 1'757'130 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'795'560 CHF | 1'800'560 CHF | 100.00% | 100.00% |