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% | 4.07 CHF | 4.08 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 906'967 CHF | 303'072 CHF | 99.72% | 99.72% |
12.07.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 898'898 CHF | 300'382 CHF | 99.25% | 99.25% |
11.07.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 906'006 CHF | 302'752 CHF | 99.53% | 99.53% |
10.07.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 897'392 CHF | 299'881 CHF | 99.59% | 99.59% |
09.07.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 893'801 CHF | 298'684 CHF | 99.51% | 99.51% |
08.07.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 924'691 CHF | 308'980 CHF | 99.54% | 99.54% |
05.07.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 909'657 CHF | 303'969 CHF | 99.47% | 99.47% |
04.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 900'056 CHF | 300'768 CHF | 99.57% | 99.57% |
03.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 874'020 CHF | 292'090 CHF | 99.49% | 99.49% |
02.07.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 836'463 CHF | 279'571 CHF | 99.57% | 99.57% |