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 | 0.31% | 3.22 CHF | 3.23 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'606'720 CHF | 322'345 CHF | 99.26% | 99.26% |
12.07.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'572'150 CHF | 315'430 CHF | 99.27% | 99.27% |
11.07.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'604'510 CHF | 321'902 CHF | 99.26% | 99.26% |
10.07.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'579'080 CHF | 316'817 CHF | 99.27% | 99.27% |
09.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'620'660 CHF | 325'132 CHF | 99.27% | 99.27% |
08.07.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'599'750 CHF | 320'950 CHF | 99.25% | 99.25% |
05.07.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'604'040 CHF | 321'808 CHF | 99.27% | 99.27% |
04.07.2024 | 0.31% | 3.14 CHF | 3.15 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'585'860 CHF | 318'171 CHF | 99.27% | 99.27% |
03.07.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'587'620 CHF | 318'523 CHF | 99.27% | 99.27% |
02.07.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'558'690 CHF | 312'738 CHF | 99.27% | 99.27% |