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 | 0.34% | 2.92 CHF | 2.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'758'480 CHF | 588'160 CHF | 98.75% | 98.75% |
12.07.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'728'200 CHF | 578'068 CHF | 98.86% | 98.86% |
11.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'723'390 CHF | 576'463 CHF | 98.80% | 98.80% |
10.07.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'711'120 CHF | 572'372 CHF | 98.74% | 98.74% |
09.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'726'540 CHF | 577'514 CHF | 98.73% | 98.73% |
08.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'764'840 CHF | 590'279 CHF | 98.80% | 98.80% |
05.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'770'430 CHF | 592'143 CHF | 98.78% | 98.78% |
04.07.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'735'370 CHF | 580'457 CHF | 98.74% | 98.74% |
03.07.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'728'100 CHF | 578'034 CHF | 98.78% | 98.78% |
02.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'692'470 CHF | 566'157 CHF | 98.73% | 98.73% |