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 | 0.14% | 7.39 CHF | 7.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'804'170 CHF | 1'806'670 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 7.20 CHF | 7.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'784'480 CHF | 1'786'980 CHF | 100.00% | 100.00% |
11.07.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 250'000 | 250'000 | 249'779 | 249'779 | 1'757'560 CHF | 1'760'060 CHF | 99.98% | 99.98% |
10.07.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'729'700 CHF | 1'732'200 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'697'600 CHF | 1'700'100 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 6.89 CHF | 6.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'724'170 CHF | 1'726'670 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 7.00 CHF | 7.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'720'050 CHF | 1'722'550 CHF | 99.79% | 99.79% |
04.07.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'699'580 CHF | 1'702'080 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'684'480 CHF | 1'686'980 CHF | 100.00% | 100.00% |
02.07.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'637'390 CHF | 1'639'890 CHF | 100.00% | 100.00% |