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 | 0.41% | 2.43 CHF | 2.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'102'880 CHF | 369'128 CHF | 98.51% | 98.51% |
12.07.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'082'670 CHF | 362'389 CHF | 98.78% | 98.78% |
11.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'046'720 CHF | 350'406 CHF | 98.61% | 98.61% |
10.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'018'940 CHF | 341'148 CHF | 98.83% | 98.83% |
09.07.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'019'250 CHF | 341'250 CHF | 98.76% | 98.76% |
08.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'051'330 CHF | 351'942 CHF | 98.75% | 98.75% |
05.07.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'067'530 CHF | 357'342 CHF | 98.75% | 98.75% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'045'640 CHF | 350'048 CHF | 98.70% | 98.70% |
03.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'032'890 CHF | 345'798 CHF | 98.81% | 98.81% |
02.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'020'600 CHF | 341'702 CHF | 98.78% | 98.78% |