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 | 0.35% | 2.82 CHF | 2.83 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'699'820 CHF | 568'607 CHF | 92.93% | 92.93% |
12.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'651'000 CHF | 552'333 CHF | 94.15% | 94.15% |
11.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'586'510 CHF | 530'837 CHF | 91.29% | 91.29% |
10.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'541'870 CHF | 515'955 CHF | 87.23% | 87.23% |
09.07.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'526'270 CHF | 510'756 CHF | 85.57% | 85.57% |
08.07.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'556'360 CHF | 520'786 CHF | 85.26% | 85.26% |
05.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'566'670 CHF | 524'223 CHF | 90.47% | 90.47% |
04.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'525'830 CHF | 510'610 CHF | 78.09% | 78.09% |
03.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'527'140 CHF | 511'048 CHF | 92.35% | 92.35% |
02.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'481'780 CHF | 495'926 CHF | 96.40% | 96.40% |