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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.21% | 5.16 CHF | 5.17 CHF | 750'000 | 750'000 | 749'999 | 750'000 | 3'626'860 CHF | 3'634'360 CHF | 95.38% | 95.38% |
11.07.2024 | 0.24% | 4.73 CHF | 4.74 CHF | 750'000 | 750'000 | 736'060 | 736'061 | 3'355'470 CHF | 3'362'920 CHF | 99.64% | 99.64% |
10.07.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 750'000 | 750'000 | 749'998 | 750'000 | 3'228'650 CHF | 3'236'160 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 4.09 CHF | 4.10 CHF | 750'000 | 750'000 | 750'000 | 749'996 | 3'265'930 CHF | 3'273'410 CHF | 99.99% | 99.99% |
08.07.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 750'000 | 750'000 | 749'997 | 749'989 | 3'529'190 CHF | 3'536'650 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 4.60 CHF | 4.61 CHF | 750'000 | 750'000 | 749'998 | 749'997 | 3'602'670 CHF | 3'610'160 CHF | 99.81% | 99.81% |
04.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 3'410'410 CHF | 3'417'910 CHF | 99.93% | 99.93% |
03.07.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 3'246'230 CHF | 3'253'730 CHF | 99.98% | 99.98% |
02.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 2'949'920 CHF | 2'957'420 CHF | 99.99% | 99.99% |
01.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 3'241'030 CHF | 3'248'530 CHF | 99.99% | 99.99% |