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 | 0.45% | 2.21 CHF | 2.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'326'390 CHF | 444'129 CHF | 98.76% | 98.76% |
12.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'329'090 CHF | 445'031 CHF | 98.77% | 98.77% |
11.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'333'150 CHF | 446'384 CHF | 98.77% | 98.77% |
10.07.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'335'160 CHF | 447'055 CHF | 98.75% | 98.75% |
09.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'333'380 CHF | 446'460 CHF | 98.79% | 98.79% |
08.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'369'550 CHF | 458'516 CHF | 98.75% | 98.75% |
05.07.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'393'670 CHF | 466'557 CHF | 98.80% | 98.80% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'403'230 CHF | 469'745 CHF | 98.73% | 98.73% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'385'370 CHF | 463'790 CHF | 98.30% | 98.30% |
02.07.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'319'910 CHF | 441'970 CHF | 98.76% | 98.76% |