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 | 0.30% | 3.33 CHF | 3.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'661'040 CHF | 333'207 CHF | 99.27% | 99.27% |
12.07.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'626'830 CHF | 326'365 CHF | 99.27% | 99.27% |
11.07.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'658'490 CHF | 332'698 CHF | 99.26% | 99.26% |
10.07.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'633'200 CHF | 327'641 CHF | 99.27% | 99.27% |
09.07.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'674'810 CHF | 335'963 CHF | 99.27% | 99.27% |
08.07.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'654'240 CHF | 331'847 CHF | 99.25% | 99.25% |
05.07.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'658'690 CHF | 332'738 CHF | 99.27% | 99.27% |
04.07.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'640'490 CHF | 329'097 CHF | 99.27% | 99.27% |
03.07.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'642'080 CHF | 329'415 CHF | 99.27% | 99.27% |
02.07.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'612'750 CHF | 323'551 CHF | 99.27% | 99.27% |