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% | 2.60 CHF | 2.61 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'565'960 CHF | 523'986 CHF | 92.98% | 92.98% |
12.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'517'000 CHF | 507'665 CHF | 94.12% | 94.12% |
11.07.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'452'990 CHF | 486'330 CHF | 91.29% | 91.29% |
10.07.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'408'660 CHF | 471'554 CHF | 87.22% | 87.22% |
09.07.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'392'940 CHF | 466'312 CHF | 85.56% | 85.56% |
08.07.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'423'070 CHF | 476'356 CHF | 85.26% | 85.26% |
05.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'433'320 CHF | 479'773 CHF | 90.46% | 90.46% |
04.07.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'392'640 CHF | 466'212 CHF | 78.08% | 78.08% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'394'030 CHF | 466'676 CHF | 92.36% | 92.36% |
02.07.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'349'120 CHF | 451'705 CHF | 96.39% | 96.39% |