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 | 0.50% | 1.98 CHF | 1.99 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'193'090 CHF | 399'697 CHF | 98.76% | 98.76% |
12.07.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'163'680 CHF | 389'894 CHF | 98.85% | 98.85% |
11.07.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'159'540 CHF | 388'514 CHF | 98.82% | 98.82% |
10.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'148'680 CHF | 384'895 CHF | 98.74% | 98.74% |
09.07.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'164'040 CHF | 390'014 CHF | 98.73% | 98.73% |
08.07.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'203'000 CHF | 403'001 CHF | 98.79% | 98.79% |
05.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'208'120 CHF | 404'705 CHF | 98.81% | 98.81% |
04.07.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'172'820 CHF | 392'940 CHF | 98.76% | 98.76% |
03.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'166'140 CHF | 390'712 CHF | 98.77% | 98.77% |
02.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'132'060 CHF | 379'354 CHF | 98.73% | 98.73% |