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 | 0.38% | 2.66 CHF | 2.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'321'540 CHF | 1'326'540 CHF | 99.50% | 99.50% |
12.07.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'325'870 CHF | 1'330'870 CHF | 90.65% | 90.65% |
11.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'288'520 CHF | 1'293'520 CHF | 99.40% | 99.40% |
10.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'273'170 CHF | 1'278'170 CHF | 99.52% | 99.52% |
09.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'259'670 CHF | 1'264'670 CHF | 93.98% | 93.98% |
08.07.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'375'680 CHF | 1'380'680 CHF | 99.58% | 99.58% |
05.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'395'440 CHF | 1'400'440 CHF | 98.48% | 98.48% |
04.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'390'450 CHF | 1'395'450 CHF | 98.68% | 98.68% |
03.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'366'920 CHF | 1'371'920 CHF | 99.48% | 99.48% |
02.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'319'070 CHF | 1'324'070 CHF | 99.53% | 99.53% |