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 | 0.52% | 1.92 CHF | 1.93 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'149'830 CHF | 481'598 CHF | 91.68% | 91.68% |
12.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'158'450 CHF | 485'186 CHF | 97.68% | 97.68% |
11.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'145'930 CHF | 479'973 CHF | 95.50% | 95.50% |
10.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'142'810 CHF | 478'671 CHF | 94.66% | 94.66% |
09.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'130'920 CHF | 473'717 CHF | 96.86% | 96.86% |
08.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'159'510 CHF | 485'630 CHF | 94.18% | 94.18% |
05.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'153'240 CHF | 483'015 CHF | 92.35% | 92.35% |
04.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'144'680 CHF | 479'452 CHF | 87.61% | 87.61% |
03.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'127'300 CHF | 472'209 CHF | 94.41% | 94.41% |
02.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 1'111'180 CHF | 465'491 CHF | 95.72% | 95.72% |