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% | 2.86 CHF | 2.87 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'426'900 CHF | 286'381 CHF | 99.27% | 99.27% |
12.07.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'392'870 CHF | 279'575 CHF | 99.27% | 99.27% |
11.07.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'424'510 CHF | 285'902 CHF | 99.26% | 99.26% |
10.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'399'080 CHF | 280'817 CHF | 99.27% | 99.27% |
09.07.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'441'160 CHF | 289'231 CHF | 99.27% | 99.27% |
08.07.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'420'200 CHF | 285'039 CHF | 99.25% | 99.25% |
05.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'424'490 CHF | 285'898 CHF | 99.27% | 99.27% |
04.07.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'406'420 CHF | 282'284 CHF | 99.27% | 99.27% |
03.07.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'408'530 CHF | 282'707 CHF | 99.27% | 99.27% |
02.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 1'379'060 CHF | 276'811 CHF | 99.27% | 99.27% |