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% | 6.74 CHF | 6.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 993'034 CHF | 994'534 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 996'918 CHF | 998'418 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 7.03 CHF | 7.04 CHF | 150'000 | 150'000 | 149'862 | 149'862 | 1'023'900 CHF | 1'025'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'014'100 CHF | 1'015'600 CHF | 100.00% | 100.00% |
09.07.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'015'640 CHF | 1'017'140 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 1'015'400 CHF | 1'016'900 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 995'944 CHF | 997'444 CHF | 99.99% | 99.99% |
04.07.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 977'926 CHF | 979'426 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 971'663 CHF | 973'163 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 916'692 CHF | 918'192 CHF | 99.99% | 99.99% |