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% | 4.07 CHF | 4.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'213'700 CHF | 405'567 CHF | 97.31% | 97.31% |
12.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'206'440 CHF | 403'146 CHF | 97.61% | 97.61% |
11.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'211'450 CHF | 404'816 CHF | 98.47% | 98.47% |
10.07.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'234'360 CHF | 412'452 CHF | 98.54% | 98.54% |
09.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'236'060 CHF | 413'019 CHF | 98.61% | 98.61% |
08.07.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'219'060 CHF | 407'354 CHF | 96.99% | 96.99% |
05.07.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'215'390 CHF | 406'131 CHF | 98.03% | 98.03% |
04.07.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'222'380 CHF | 408'459 CHF | 93.52% | 93.52% |
03.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'223'190 CHF | 408'731 CHF | 98.16% | 98.16% |
02.07.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'231'850 CHF | 411'616 CHF | 98.22% | 98.22% |