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 | 0.13% | 7.83 CHF | 7.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'505'060 CHF | 1'169'850 CHF | 99.19% | 99.19% |
12.07.2024 | 0.13% | 7.79 CHF | 7.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'485'470 CHF | 1'163'320 CHF | 99.27% | 99.27% |
11.07.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'497'320 CHF | 1'167'270 CHF | 99.23% | 99.23% |
10.07.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'474'860 CHF | 1'159'790 CHF | 99.24% | 99.24% |
09.07.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'467'860 CHF | 1'157'450 CHF | 99.24% | 99.24% |
08.07.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'528'020 CHF | 1'177'510 CHF | 99.23% | 99.23% |
05.07.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'500'250 CHF | 1'168'250 CHF | 99.23% | 99.23% |
04.07.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'480'480 CHF | 1'161'660 CHF | 99.23% | 99.23% |
03.07.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'423'760 CHF | 1'142'750 CHF | 99.23% | 99.23% |
02.07.2024 | 0.13% | 7.43 CHF | 7.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'341'210 CHF | 1'115'240 CHF | 99.23% | 99.23% |