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 | 0.33% | 3.02 CHF | 3.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'358'060 CHF | 454'186 CHF | 99.17% | 99.17% |
12.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'363'880 CHF | 456'127 CHF | 99.24% | 99.24% |
11.07.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'358'100 CHF | 454'201 CHF | 99.23% | 99.23% |
10.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'355'400 CHF | 453'300 CHF | 99.24% | 99.24% |
09.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'355'050 CHF | 453'184 CHF | 99.24% | 99.24% |
08.07.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'360'730 CHF | 455'075 CHF | 99.24% | 99.24% |
05.07.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'401'420 CHF | 468'641 CHF | 99.23% | 99.23% |
04.07.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'409'680 CHF | 471'395 CHF | 99.23% | 99.23% |
03.07.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'382'670 CHF | 462'389 CHF | 99.23% | 99.23% |
02.07.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'395'510 CHF | 466'668 CHF | 99.23% | 99.23% |