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 | 0.43% | 2.35 CHF | 2.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'164'190 CHF | 1'169'190 CHF | 99.53% | 99.53% |
12.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'168'700 CHF | 1'173'700 CHF | 90.65% | 90.65% |
11.07.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'131'600 CHF | 1'136'600 CHF | 99.38% | 99.38% |
10.07.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'116'570 CHF | 1'121'570 CHF | 99.52% | 99.52% |
09.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'103'150 CHF | 1'108'150 CHF | 93.98% | 93.98% |
08.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'219'300 CHF | 1'224'300 CHF | 99.58% | 99.58% |
05.07.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'238'890 CHF | 1'243'890 CHF | 98.50% | 98.50% |
04.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'233'940 CHF | 1'238'940 CHF | 98.68% | 98.68% |
03.07.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'210'480 CHF | 1'215'480 CHF | 99.47% | 99.47% |
02.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'163'090 CHF | 1'168'090 CHF | 99.53% | 99.53% |