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 | 0.33% | 2.89 CHF | 2.90 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'800'460 CHF | 75'269 CHF | 99.17% | 99.17% |
12.07.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'796'510 CHF | 75'105 CHF | 99.17% | 99.17% |
11.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'806'020 CHF | 75'501 CHF | 99.16% | 99.16% |
10.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'769'810 CHF | 73'992 CHF | 99.16% | 99.16% |
09.07.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'821'390 CHF | 76'141 CHF | 99.17% | 99.17% |
08.07.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'746'800 CHF | 73'034 CHF | 99.16% | 99.16% |
05.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'733'930 CHF | 72'497 CHF | 99.15% | 99.15% |
04.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'752'100 CHF | 73'254 CHF | 99.16% | 99.16% |
03.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'737'110 CHF | 72'630 CHF | 99.17% | 99.17% |
02.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 600'000 | 25'000 | 600'000 | 25'000 | 1'666'640 CHF | 69'693 CHF | 99.16% | 99.16% |