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 | 0.25% | 4.06 CHF | 4.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'219'020 CHF | 407'341 CHF | 99.16% | 99.16% |
12.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'177'280 CHF | 393'425 CHF | 99.26% | 99.26% |
11.07.2024 | 0.24% | 3.98 CHF | 3.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'243'760 CHF | 415'588 CHF | 99.21% | 99.21% |
10.07.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'206'530 CHF | 403'178 CHF | 99.23% | 99.23% |
09.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'199'630 CHF | 400'877 CHF | 99.22% | 99.22% |
08.07.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'190'230 CHF | 397'743 CHF | 99.22% | 99.22% |
05.07.2024 | 0.24% | 3.95 CHF | 3.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'244'690 CHF | 415'898 CHF | 98.46% | 98.46% |
04.07.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'264'360 CHF | 422'452 CHF | 99.23% | 99.23% |
03.07.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'215'190 CHF | 406'062 CHF | 99.20% | 99.20% |
02.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'182'660 CHF | 395'220 CHF | 99.20% | 99.20% |