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 | 0.50% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'198'450 CHF | 401'483 CHF | 98.75% | 98.75% |
12.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'201'290 CHF | 402'430 CHF | 98.78% | 98.78% |
11.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'205'520 CHF | 403'841 CHF | 98.78% | 98.78% |
10.07.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'207'890 CHF | 404'629 CHF | 98.75% | 98.75% |
09.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'206'240 CHF | 404'081 CHF | 98.79% | 98.79% |
08.07.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'242'560 CHF | 416'187 CHF | 98.75% | 98.75% |
05.07.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'266'490 CHF | 424'163 CHF | 98.81% | 98.81% |
04.07.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'276'190 CHF | 427'397 CHF | 98.74% | 98.74% |
03.07.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'258'290 CHF | 421'429 CHF | 98.33% | 98.33% |
02.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'193'140 CHF | 399'715 CHF | 98.76% | 98.76% |