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 | 0.36% | 2.80 CHF | 2.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'259'270 CHF | 421'257 CHF | 99.16% | 99.16% |
12.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'265'140 CHF | 423'213 CHF | 99.24% | 99.24% |
11.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'259'580 CHF | 421'358 CHF | 99.23% | 99.23% |
10.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'257'300 CHF | 420'600 CHF | 99.24% | 99.24% |
09.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'256'550 CHF | 420'351 CHF | 99.24% | 99.24% |
08.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'262'500 CHF | 422'334 CHF | 99.24% | 99.24% |
05.07.2024 | 0.34% | 2.85 CHF | 2.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'303'130 CHF | 435'878 CHF | 99.23% | 99.23% |
04.07.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'311'380 CHF | 438'627 CHF | 99.23% | 99.23% |
03.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'284'390 CHF | 429'630 CHF | 99.23% | 99.23% |
02.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'297'520 CHF | 434'008 CHF | 99.23% | 99.23% |