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 | 0.40% | 2.48 CHF | 2.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'115'040 CHF | 373'179 CHF | 99.38% | 99.38% |
12.07.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'074'050 CHF | 359'516 CHF | 99.38% | 99.38% |
11.07.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'039'690 CHF | 348'063 CHF | 98.49% | 98.49% |
10.07.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 988'848 CHF | 331'116 CHF | 99.37% | 99.37% |
09.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'029'020 CHF | 344'506 CHF | 99.38% | 99.38% |
08.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'021'940 CHF | 342'146 CHF | 99.38% | 99.38% |
05.07.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 993'044 CHF | 332'515 CHF | 99.37% | 99.37% |
04.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 980'216 CHF | 328'239 CHF | 98.58% | 98.58% |
03.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 927'678 CHF | 310'726 CHF | 99.38% | 99.38% |
02.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 877'476 CHF | 293'992 CHF | 99.37% | 99.37% |