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 | 0.44% | 2.30 CHF | 2.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'020'340 CHF | 227'742 CHF | 99.17% | 99.17% |
12.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'017'470 CHF | 227'105 CHF | 99.17% | 99.17% |
11.07.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'030'960 CHF | 230'101 CHF | 99.16% | 99.16% |
10.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'075'570 CHF | 240'017 CHF | 99.16% | 99.16% |
09.07.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'053'190 CHF | 235'042 CHF | 99.17% | 99.17% |
08.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'088'730 CHF | 242'940 CHF | 99.15% | 99.15% |
05.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'090'430 CHF | 243'317 CHF | 99.15% | 99.15% |
04.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'102'950 CHF | 246'100 CHF | 99.17% | 99.17% |
03.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'112'620 CHF | 248'249 CHF | 99.17% | 99.17% |
02.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'190'490 CHF | 265'553 CHF | 99.16% | 99.16% |