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 | 0.42% | 2.37 CHF | 2.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'068'020 CHF | 238'338 CHF | 99.27% | 99.27% |
12.07.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'040'170 CHF | 232'148 CHF | 99.27% | 99.27% |
11.07.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'017'580 CHF | 227'130 CHF | 99.27% | 99.27% |
10.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 994'586 CHF | 222'019 CHF | 99.27% | 99.27% |
09.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 993'641 CHF | 221'809 CHF | 99.27% | 99.27% |
08.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'012'040 CHF | 225'897 CHF | 99.21% | 99.21% |
05.07.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'016'260 CHF | 226'836 CHF | 99.27% | 99.27% |
04.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 994'137 CHF | 221'919 CHF | 99.27% | 99.27% |
03.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 960'426 CHF | 214'428 CHF | 99.27% | 99.27% |
02.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 887'519 CHF | 198'226 CHF | 99.26% | 99.26% |