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 | 0.30% | 4.92 CHF | 4.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'477'530 CHF | 494'012 CHF | 99.10% | 99.10% |
12.07.2024 | 0.31% | 5.06 CHF | 5.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'457'420 CHF | 487'306 CHF | 99.22% | 99.22% |
11.07.2024 | 0.30% | 4.88 CHF | 4.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'486'250 CHF | 496'915 CHF | 98.30% | 98.30% |
10.07.2024 | 0.32% | 4.92 CHF | 4.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'422'660 CHF | 475'719 CHF | 96.77% | 96.77% |
09.07.2024 | 0.32% | 4.66 CHF | 4.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'422'650 CHF | 475'715 CHF | 99.20% | 99.20% |
08.07.2024 | 0.33% | 4.54 CHF | 4.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'355'230 CHF | 453'244 CHF | 99.20% | 99.20% |
05.07.2024 | 0.36% | 4.41 CHF | 4.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'248'750 CHF | 417'751 CHF | 99.19% | 99.19% |
04.07.2024 | 0.36% | 4.07 CHF | 4.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'231'850 CHF | 412'115 CHF | 99.23% | 99.23% |
03.07.2024 | 0.36% | 4.10 CHF | 4.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'231'590 CHF | 412'031 CHF | 99.08% | 99.08% |
02.07.2024 | 0.40% | 3.87 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'136'420 CHF | 380'307 CHF | 99.19% | 99.19% |