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 | 0.39% | 2.58 CHF | 2.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'158'040 CHF | 387'514 CHF | 99.17% | 99.17% |
12.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'164'230 CHF | 389'576 CHF | 99.24% | 99.24% |
11.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'158'580 CHF | 387'693 CHF | 99.23% | 99.23% |
10.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'156'420 CHF | 386'973 CHF | 99.24% | 99.24% |
09.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'155'980 CHF | 386'826 CHF | 99.23% | 99.23% |
08.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'161'870 CHF | 388'790 CHF | 99.24% | 99.24% |
05.07.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'202'400 CHF | 402'300 CHF | 99.23% | 99.23% |
04.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'210'670 CHF | 405'056 CHF | 99.23% | 99.23% |
03.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'183'820 CHF | 396'106 CHF | 99.23% | 99.23% |
02.07.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'197'190 CHF | 400'564 CHF | 99.23% | 99.23% |