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 | 0.45% | 2.39 CHF | 2.40 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 1'113'290 CHF | 1'118'280 CHF | 100.00% | 100.00% |
11.07.2024 | 0.38% | 2.39 CHF | 2.40 CHF | 400'000 | 400'000 | 399'113 | 399'113 | 1'052'590 CHF | 1'056'580 CHF | 100.00% | 100.00% |
10.07.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 450'000 | 450'000 | 450'000 | 449'999 | 1'139'800 CHF | 1'144'290 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'136'370 CHF | 1'140'870 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'082'990 CHF | 1'087'490 CHF | 100.00% | 100.00% |
05.07.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 500'000 | 500'000 | 498'810 | 498'809 | 1'136'180 CHF | 1'141'170 CHF | 100.00% | 100.00% |
04.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'121'990 CHF | 1'126'990 CHF | 97.80% | 97.80% |
03.07.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 498'791 | 498'791 | 1'057'500 CHF | 1'062'490 CHF | 98.25% | 98.25% |
02.07.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 500'000 | 500'000 | 499'705 | 499'705 | 950'793 CHF | 955'790 CHF | 100.00% | 100.00% |
01.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 500'000 | 500'000 | 497'764 | 497'764 | 933'775 CHF | 938'757 CHF | 100.00% | 100.00% |