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 | 0.13% | 7.63 CHF | 7.64 CHF | 250'000 | 250'000 | 249'998 | 249'999 | 1'864'880 CHF | 1'867'390 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'845'280 CHF | 1'847'780 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 7.51 CHF | 7.52 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 1'818'400 CHF | 1'820'900 CHF | 99.99% | 99.99% |
10.07.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'790'590 CHF | 1'793'090 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'758'570 CHF | 1'761'070 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 7.13 CHF | 7.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'784'920 CHF | 1'787'420 CHF | 100.00% | 100.00% |
05.07.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'780'970 CHF | 1'783'470 CHF | 99.80% | 99.80% |
04.07.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'760'610 CHF | 1'763'110 CHF | 100.00% | 100.00% |
03.07.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'745'560 CHF | 1'748'060 CHF | 100.00% | 100.00% |
02.07.2024 | 0.15% | 6.82 CHF | 6.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'698'600 CHF | 1'701'100 CHF | 99.99% | 99.99% |