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% | 4.21 CHF | 4.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'284'790 CHF | 429'265 CHF | 99.08% | 99.08% |
12.07.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'246'100 CHF | 416'366 CHF | 99.24% | 99.24% |
11.07.2024 | 0.23% | 4.18 CHF | 4.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'283'860 CHF | 428'952 CHF | 98.25% | 98.25% |
10.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'242'290 CHF | 415'097 CHF | 99.24% | 99.24% |
09.07.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'256'080 CHF | 419'693 CHF | 99.23% | 99.23% |
08.07.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'269'700 CHF | 424'233 CHF | 99.23% | 99.23% |
05.07.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'260'820 CHF | 421'275 CHF | 99.23% | 99.23% |
04.07.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'247'110 CHF | 416'704 CHF | 99.23% | 99.23% |
03.07.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'241'630 CHF | 414'876 CHF | 99.23% | 99.23% |
02.07.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'179'180 CHF | 394'059 CHF | 99.23% | 99.23% |