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 | 0.15% | 6.90 CHF | 6.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'683'600 CHF | 1'686'100 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'663'840 CHF | 1'666'340 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 250'000 | 250'000 | 249'770 | 249'770 | 1'636'950 CHF | 1'639'450 CHF | 99.98% | 99.98% |
10.07.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'608'770 CHF | 1'611'270 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'576'780 CHF | 1'579'280 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'603'610 CHF | 1'606'110 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'599'200 CHF | 1'601'700 CHF | 99.80% | 99.80% |
04.07.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'578'600 CHF | 1'581'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'563'110 CHF | 1'565'610 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'515'910 CHF | 1'518'410 CHF | 100.00% | 100.00% |