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 | 0.24% | 4.15 CHF | 4.16 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'450'820 CHF | 623'280 CHF | 98.89% | 98.89% |
12.07.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'455'880 CHF | 625'446 CHF | 99.25% | 99.25% |
11.07.2024 | 0.23% | 4.18 CHF | 4.19 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'512'250 CHF | 649'606 CHF | 97.90% | 97.90% |
10.07.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'518'290 CHF | 652'195 CHF | 99.20% | 99.20% |
09.07.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'518'730 CHF | 652'383 CHF | 98.24% | 98.24% |
08.07.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'518'260 CHF | 652'182 CHF | 99.21% | 99.21% |
05.07.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'505'490 CHF | 646'709 CHF | 99.22% | 99.22% |
04.07.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'505'660 CHF | 646'783 CHF | 99.23% | 99.23% |
03.07.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'529'920 CHF | 657'181 CHF | 99.12% | 99.12% |
02.07.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 1'494'690 CHF | 642'082 CHF | 98.87% | 98.87% |