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 | 0.38% | 2.65 CHF | 2.66 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'319'670 CHF | 264'935 CHF | 99.27% | 99.27% |
12.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'285'290 CHF | 258'059 CHF | 99.27% | 99.27% |
11.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'316'590 CHF | 264'318 CHF | 99.26% | 99.26% |
10.07.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'291'530 CHF | 259'306 CHF | 99.27% | 99.27% |
09.07.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'333'360 CHF | 267'671 CHF | 99.27% | 99.27% |
08.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'312'830 CHF | 263'565 CHF | 99.25% | 99.25% |
05.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'317'180 CHF | 264'435 CHF | 99.27% | 99.27% |
04.07.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'299'240 CHF | 260'847 CHF | 99.27% | 99.27% |
03.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'300'390 CHF | 261'077 CHF | 99.27% | 99.27% |
02.07.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'271'720 CHF | 255'344 CHF | 99.27% | 99.27% |