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 | 0.17% | 5.78 CHF | 5.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'891'820 CHF | 579'364 CHF | 99.27% | 99.27% |
12.07.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'093'780 CHF | 619'755 CHF | 99.27% | 99.27% |
11.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'053'760 CHF | 611'753 CHF | 99.26% | 99.26% |
10.07.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'906'710 CHF | 582'343 CHF | 99.27% | 99.27% |
09.07.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'941'840 CHF | 589'368 CHF | 99.27% | 99.27% |
08.07.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'942'770 CHF | 589'554 CHF | 99.25% | 99.25% |
05.07.2024 | 0.16% | 5.96 CHF | 5.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'034'560 CHF | 607'912 CHF | 99.27% | 99.27% |
04.07.2024 | 0.16% | 6.04 CHF | 6.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'030'930 CHF | 607'186 CHF | 99.27% | 99.27% |
03.07.2024 | 0.16% | 6.06 CHF | 6.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'056'980 CHF | 612'395 CHF | 99.27% | 99.27% |
02.07.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 3'047'060 CHF | 610'412 CHF | 99.25% | 99.25% |