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 | 0.41% | 2.41 CHF | 2.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'453'330 CHF | 486'442 CHF | 98.74% | 98.74% |
12.07.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'423'480 CHF | 476'492 CHF | 98.85% | 98.85% |
11.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'419'190 CHF | 475'064 CHF | 98.82% | 98.82% |
10.07.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'407'710 CHF | 471'236 CHF | 98.73% | 98.73% |
09.07.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'422'810 CHF | 476'271 CHF | 98.73% | 98.73% |
08.07.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'461'530 CHF | 489'177 CHF | 98.80% | 98.80% |
05.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'466'940 CHF | 490'978 CHF | 98.78% | 98.78% |
04.07.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'431'570 CHF | 479'190 CHF | 98.74% | 98.74% |
03.07.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'425'050 CHF | 477'016 CHF | 98.77% | 98.77% |
02.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'389'920 CHF | 465'306 CHF | 98.72% | 98.72% |