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 | 0.40% | 2.49 CHF | 2.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'237'620 CHF | 1'242'620 CHF | 99.52% | 99.52% |
12.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'242'050 CHF | 1'247'050 CHF | 90.65% | 90.65% |
11.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'204'840 CHF | 1'209'840 CHF | 99.40% | 99.40% |
10.07.2024 | 0.42% | 2.44 CHF | 2.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'189'660 CHF | 1'194'660 CHF | 99.52% | 99.52% |
09.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'176'190 CHF | 1'181'190 CHF | 93.98% | 93.98% |
08.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'292'280 CHF | 1'297'280 CHF | 99.58% | 99.58% |
05.07.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'311'940 CHF | 1'316'940 CHF | 98.51% | 98.51% |
04.07.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'306'970 CHF | 1'311'970 CHF | 98.68% | 98.68% |
03.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'283'490 CHF | 1'288'490 CHF | 99.48% | 99.48% |
02.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'235'890 CHF | 1'240'890 CHF | 99.55% | 99.55% |