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% | 3.95 CHF | 3.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'369'680 CHF | 791'892 CHF | 99.17% | 99.17% |
12.07.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'351'690 CHF | 785'897 CHF | 95.50% | 95.50% |
11.07.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'384'190 CHF | 796'732 CHF | 98.06% | 98.06% |
10.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'407'160 CHF | 804'388 CHF | 99.23% | 99.23% |
09.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'421'850 CHF | 809'284 CHF | 97.60% | 97.60% |
08.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'422'510 CHF | 809'504 CHF | 98.46% | 98.46% |
05.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'419'220 CHF | 808'408 CHF | 99.18% | 99.18% |
04.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'418'280 CHF | 808'094 CHF | 98.56% | 98.56% |
03.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'432'610 CHF | 812'872 CHF | 99.11% | 99.11% |
02.07.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 2'458'220 CHF | 821'408 CHF | 99.23% | 99.23% |