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 | 0.54% | 554.00 CHF | 557.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'788'150 CHF | 840'945 CHF | 99.38% | 99.38% |
12.07.2024 | 0.54% | 559.50 CHF | 562.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'782'480 CHF | 839'245 CHF | 90.88% | 90.88% |
11.07.2024 | 0.54% | 556.00 CHF | 559.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'755'390 CHF | 831'081 CHF | 99.37% | 99.37% |
10.07.2024 | 0.46% | 545.00 CHF | 547.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'719'970 CHF | 819'741 CHF | 99.36% | 99.36% |
09.07.2024 | 0.46% | 541.00 CHF | 543.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'724'270 CHF | 821'031 CHF | 67.72% | 67.72% |
08.07.2024 | 0.46% | 544.50 CHF | 547.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'724'790 CHF | 821'188 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 545.00 CHF | 547.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'739'630 CHF | 825'860 CHF | 99.07% | 99.07% |
04.07.2024 | 0.46% | 547.00 CHF | 549.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'730'290 CHF | 822'837 CHF | 98.56% | 98.56% |
03.07.2024 | 0.46% | 544.00 CHF | 546.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'719'160 CHF | 819'499 CHF | 99.34% | 99.34% |
02.07.2024 | 0.46% | 538.00 CHF | 540.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'682'780 CHF | 808'585 CHF | 99.37% | 99.37% |