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 | 0.47% | 2.09 CHF | 2.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'057'180 CHF | 1'062'180 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'094'190 CHF | 1'099'190 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500'000 | 500'000 | 498'873 | 498'873 | 1'108'480 CHF | 1'113'470 CHF | 100.00% | 100.00% |
10.07.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'045'160 CHF | 1'049'660 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'039'890 CHF | 1'044'390 CHF | 100.00% | 100.00% |
08.07.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'028'590 CHF | 1'033'090 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 450'000 | 448'622 | 448'622 | 1'039'020 CHF | 1'043'510 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'036'630 CHF | 1'041'130 CHF | 97.52% | 97.52% |
03.07.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 450'000 | 450'000 | 448'907 | 448'907 | 1'038'230 CHF | 1'042'720 CHF | 98.86% | 98.86% |
02.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'074'180 CHF | 1'078'680 CHF | 100.00% | 100.00% |