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 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'060'130 CHF | 354'876 CHF | 99.16% | 99.16% |
12.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'066'270 CHF | 356'924 CHF | 99.24% | 99.24% |
11.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'060'870 CHF | 355'122 CHF | 99.23% | 99.23% |
10.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'059'040 CHF | 354'513 CHF | 99.24% | 99.24% |
09.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'058'530 CHF | 354'344 CHF | 99.23% | 99.23% |
08.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'064'630 CHF | 356'377 CHF | 99.24% | 99.24% |
05.07.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'105'030 CHF | 369'843 CHF | 99.23% | 99.23% |
04.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'113'240 CHF | 372'579 CHF | 99.23% | 99.23% |
03.07.2024 | 0.41% | 2.40 CHF | 2.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'086'540 CHF | 363'682 CHF | 99.23% | 99.23% |
02.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'100'200 CHF | 368'232 CHF | 99.23% | 99.23% |