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 | 0.62% | 1.62 CHF | 1.63 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'420'010 CHF | 243'501 CHF | 99.27% | 99.27% |
12.07.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'342'180 CHF | 235'718 CHF | 99.27% | 99.27% |
11.07.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'275'960 CHF | 229'096 CHF | 99.27% | 99.27% |
10.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'215'610 CHF | 223'061 CHF | 99.27% | 99.27% |
09.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'208'010 CHF | 222'301 CHF | 99.27% | 99.27% |
08.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'272'270 CHF | 228'727 CHF | 99.21% | 99.21% |
05.07.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'260'010 CHF | 227'501 CHF | 99.26% | 99.26% |
04.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'189'600 CHF | 220'460 CHF | 99.27% | 99.27% |
03.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 2'093'530 CHF | 210'853 CHF | 99.27% | 99.27% |
02.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 1'886'220 CHF | 190'122 CHF | 99.27% | 99.27% |