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 | 0.32% | 3.16 CHF | 3.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'580'590 CHF | 1'585'590 CHF | 100.00% | 100.00% |
12.07.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'640'160 CHF | 1'645'160 CHF | 100.00% | 100.00% |
11.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500'000 | 500'000 | 499'737 | 499'737 | 1'591'870 CHF | 1'596'870 CHF | 99.99% | 99.99% |
10.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'558'220 CHF | 1'563'220 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'581'560 CHF | 1'586'560 CHF | 100.00% | 100.00% |
08.07.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'601'870 CHF | 1'606'870 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'673'700 CHF | 1'678'700 CHF | 100.00% | 100.00% |
04.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'652'030 CHF | 1'657'030 CHF | 100.00% | 100.00% |
03.07.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'636'590 CHF | 1'641'590 CHF | 99.99% | 99.99% |
02.07.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'679'300 CHF | 1'684'300 CHF | 100.00% | 100.00% |