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% | 7.14 CHF | 7.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'743'780 CHF | 1'746'280 CHF | 99.99% | 99.99% |
12.07.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'724'030 CHF | 1'726'530 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 7.02 CHF | 7.03 CHF | 250'000 | 250'000 | 249'776 | 249'776 | 1'697'140 CHF | 1'699'640 CHF | 99.97% | 99.97% |
10.07.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'669'110 CHF | 1'671'610 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.47 CHF | 6.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'637'080 CHF | 1'639'580 CHF | 99.99% | 99.99% |
08.07.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'663'780 CHF | 1'666'280 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'659'520 CHF | 1'662'020 CHF | 99.77% | 99.77% |
04.07.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'638'990 CHF | 1'641'490 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'623'690 CHF | 1'626'190 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'576'560 CHF | 1'579'060 CHF | 100.00% | 100.00% |