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% | 3.96 CHF | 3.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'187'460 CHF | 396'819 CHF | 98.51% | 98.51% |
12.07.2024 | 0.27% | 3.92 CHF | 3.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'127'990 CHF | 376'998 CHF | 99.25% | 99.25% |
11.07.2024 | 0.24% | 3.89 CHF | 3.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'223'560 CHF | 408'854 CHF | 98.03% | 98.03% |
10.07.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'210'290 CHF | 404'429 CHF | 99.16% | 99.16% |
09.07.2024 | 0.24% | 3.99 CHF | 4.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'230'590 CHF | 411'196 CHF | 99.38% | 99.38% |
08.07.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'192'680 CHF | 398'560 CHF | 99.34% | 99.34% |
05.07.2024 | 0.27% | 3.88 CHF | 3.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'094'630 CHF | 365'877 CHF | 99.34% | 99.34% |
04.07.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'068'580 CHF | 357'194 CHF | 99.37% | 99.37% |
03.07.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'028'860 CHF | 343'953 CHF | 99.40% | 99.40% |
02.07.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 979'280 CHF | 327'427 CHF | 99.09% | 99.09% |