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% | 4.73 CHF | 4.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'055'840 CHF | 352'698 CHF | 99.57% | 99.57% |
12.07.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'046'560 CHF | 349'602 CHF | 99.37% | 99.37% |
11.07.2024 | 0.21% | 4.57 CHF | 4.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'053'220 CHF | 351'825 CHF | 99.56% | 99.56% |
10.07.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'044'240 CHF | 348'831 CHF | 99.54% | 99.54% |
09.07.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'040'730 CHF | 347'660 CHF | 99.55% | 99.55% |
08.07.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'071'710 CHF | 357'987 CHF | 99.56% | 99.56% |
05.07.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'056'840 CHF | 353'030 CHF | 99.50% | 99.50% |
04.07.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'047'000 CHF | 349'751 CHF | 99.57% | 99.57% |
03.07.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'020'140 CHF | 340'797 CHF | 99.59% | 99.59% |
02.07.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 981'473 CHF | 327'908 CHF | 99.58% | 99.58% |