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 | 0.24% | 4.20 CHF | 4.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'889'230 CHF | 631'245 CHF | 99.16% | 99.16% |
12.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'894'370 CHF | 632'957 CHF | 99.24% | 99.24% |
11.07.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'888'050 CHF | 630'851 CHF | 99.23% | 99.23% |
10.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'884'100 CHF | 629'532 CHF | 99.24% | 99.24% |
09.07.2024 | 0.24% | 4.18 CHF | 4.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'883'420 CHF | 629'306 CHF | 99.23% | 99.23% |
08.07.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'888'460 CHF | 630'988 CHF | 99.24% | 99.24% |
05.07.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'930'030 CHF | 644'842 CHF | 99.23% | 99.23% |
04.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'938'240 CHF | 647'579 CHF | 99.23% | 99.23% |
03.07.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'910'740 CHF | 638'413 CHF | 99.23% | 99.23% |
02.07.2024 | 0.23% | 4.26 CHF | 4.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'922'010 CHF | 642'171 CHF | 99.23% | 99.23% |