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 | 0.25% | 3.96 CHF | 3.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'983'080 CHF | 1'988'080 CHF | 100.00% | 100.00% |
12.07.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'042'570 CHF | 2'047'570 CHF | 99.99% | 99.99% |
11.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 500'000 | 500'000 | 499'520 | 499'520 | 1'993'720 CHF | 1'998'720 CHF | 100.00% | 100.00% |
10.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'961'950 CHF | 1'966'950 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'984'940 CHF | 1'989'940 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'004'490 CHF | 2'009'490 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'077'120 CHF | 2'082'120 CHF | 100.00% | 100.00% |
04.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'056'180 CHF | 2'061'180 CHF | 100.00% | 100.00% |
03.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'041'840 CHF | 2'046'840 CHF | 100.00% | 100.00% |
02.07.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'085'250 CHF | 2'090'250 CHF | 99.99% | 99.99% |