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 | 0.37% | 2.69 CHF | 2.70 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'206'910 CHF | 134'602 CHF | 99.27% | 99.27% |
12.07.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'180'680 CHF | 131'686 CHF | 99.27% | 99.27% |
11.07.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'156'990 CHF | 129'054 CHF | 99.27% | 99.27% |
10.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'134'760 CHF | 126'585 CHF | 99.27% | 99.27% |
09.07.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'132'020 CHF | 126'280 CHF | 99.27% | 99.27% |
08.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'154'160 CHF | 128'740 CHF | 99.21% | 99.21% |
05.07.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'149'000 CHF | 128'167 CHF | 99.27% | 99.27% |
04.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'123'220 CHF | 125'303 CHF | 99.27% | 99.27% |
03.07.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'089'550 CHF | 121'561 CHF | 99.27% | 99.27% |
02.07.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 450'000 | 50'000 | 450'000 | 50'000 | 1'015'220 CHF | 113'302 CHF | 99.27% | 99.27% |