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 | 0.23% | 4.39 CHF | 4.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'913'450 CHF | 639'317 CHF | 99.15% | 99.15% |
12.07.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'930'420 CHF | 644'974 CHF | 99.23% | 99.23% |
11.07.2024 | 0.22% | 4.33 CHF | 4.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'014'620 CHF | 673'040 CHF | 98.54% | 98.54% |
10.07.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'063'920 CHF | 689'473 CHF | 99.23% | 99.23% |
09.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'076'460 CHF | 693'652 CHF | 99.22% | 99.22% |
08.07.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'070'670 CHF | 691'723 CHF | 99.20% | 99.20% |
05.07.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'057'710 CHF | 687'404 CHF | 99.20% | 99.20% |
04.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'051'320 CHF | 685'273 CHF | 99.23% | 99.23% |
03.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'050'520 CHF | 685'006 CHF | 99.22% | 99.22% |
02.07.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'020'360 CHF | 674'952 CHF | 99.23% | 99.23% |