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 | 0.26% | 3.81 CHF | 3.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'143'490 CHF | 382'165 CHF | 98.51% | 98.51% |
12.07.2024 | 0.28% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'083'930 CHF | 362'309 CHF | 99.25% | 99.25% |
11.07.2024 | 0.25% | 3.75 CHF | 3.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'179'270 CHF | 394'091 CHF | 98.01% | 98.01% |
10.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'166'000 CHF | 389'665 CHF | 99.16% | 99.16% |
09.07.2024 | 0.25% | 3.84 CHF | 3.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'186'310 CHF | 396'437 CHF | 99.36% | 99.36% |
08.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'148'810 CHF | 383'937 CHF | 99.36% | 99.36% |
05.07.2024 | 0.29% | 3.73 CHF | 3.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'050'290 CHF | 351'098 CHF | 99.24% | 99.24% |
04.07.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'024'050 CHF | 342'349 CHF | 99.37% | 99.37% |
03.07.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 984'546 CHF | 329'182 CHF | 99.40% | 99.40% |
02.07.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 934'658 CHF | 312'553 CHF | 99.16% | 99.16% |