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 | 0.21% | 4.76 CHF | 4.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'188'730 CHF | 476'491 CHF | 99.37% | 99.37% |
12.07.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'165'260 CHF | 467'104 CHF | 99.38% | 99.38% |
11.07.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'145'590 CHF | 459'235 CHF | 99.37% | 99.37% |
10.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'115'870 CHF | 447'346 CHF | 99.36% | 99.36% |
09.07.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'138'640 CHF | 456'456 CHF | 99.38% | 99.38% |
08.07.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'134'740 CHF | 454'894 CHF | 99.37% | 99.37% |
05.07.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'117'980 CHF | 448'193 CHF | 99.14% | 99.14% |
04.07.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'110'420 CHF | 445'168 CHF | 99.38% | 99.38% |
03.07.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'079'810 CHF | 432'922 CHF | 99.37% | 99.37% |
02.07.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'049'600 CHF | 420'839 CHF | 99.38% | 99.38% |