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 | 0.26% | 3.87 CHF | 3.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'154'690 CHF | 385'895 CHF | 97.31% | 97.31% |
12.07.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'147'350 CHF | 383'451 CHF | 97.61% | 97.61% |
11.07.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'152'330 CHF | 385'109 CHF | 98.47% | 98.47% |
10.07.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'175'290 CHF | 392'762 CHF | 98.53% | 98.53% |
09.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'177'240 CHF | 393'412 CHF | 98.62% | 98.62% |
08.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'160'090 CHF | 387'698 CHF | 97.00% | 97.00% |
05.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'156'480 CHF | 386'493 CHF | 98.04% | 98.04% |
04.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'163'510 CHF | 388'838 CHF | 93.53% | 93.53% |
03.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'164'330 CHF | 389'111 CHF | 98.16% | 98.16% |
02.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'173'330 CHF | 392'109 CHF | 98.20% | 98.20% |