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 | 0.36% | 2.77 CHF | 2.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'666'700 CHF | 557'566 CHF | 98.76% | 98.76% |
12.07.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'637'020 CHF | 547'674 CHF | 98.86% | 98.86% |
11.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'632'240 CHF | 546'079 CHF | 98.80% | 98.80% |
10.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'620'010 CHF | 542'004 CHF | 98.73% | 98.73% |
09.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'635'310 CHF | 547'102 CHF | 98.73% | 98.73% |
08.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'673'940 CHF | 559'981 CHF | 98.80% | 98.80% |
05.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'679'180 CHF | 561'728 CHF | 98.80% | 98.80% |
04.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'644'050 CHF | 550'017 CHF | 98.74% | 98.74% |
03.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'637'230 CHF | 547'742 CHF | 98.76% | 98.76% |
02.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'601'760 CHF | 535'921 CHF | 98.75% | 98.75% |