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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.15% | 6.89 CHF | 6.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'352'680 CHF | 1'354'680 CHF | 99.89% | 99.89% |
24.07.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'441'750 CHF | 1'443'750 CHF | 100.00% | 100.00% |
23.07.2024 | 0.13% | 7.48 CHF | 7.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'502'450 CHF | 1'504'450 CHF | 100.00% | 100.00% |
22.07.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'472'990 CHF | 1'474'990 CHF | 99.99% | 99.99% |
19.07.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'427'910 CHF | 1'429'910 CHF | 99.93% | 99.93% |
18.07.2024 | 0.13% | 7.29 CHF | 7.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'480'590 CHF | 1'482'590 CHF | 99.95% | 99.95% |
17.07.2024 | 0.14% | 7.39 CHF | 7.40 CHF | 200'000 | 200'000 | 199'082 | 199'082 | 1'481'500 CHF | 1'483'500 CHF | 99.93% | 99.93% |
16.07.2024 | 0.13% | 7.72 CHF | 7.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'544'930 CHF | 1'546'930 CHF | 99.98% | 99.98% |
15.07.2024 | 0.12% | 7.93 CHF | 7.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'607'430 CHF | 1'609'430 CHF | 99.98% | 99.98% |
12.07.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'601'370 CHF | 1'603'370 CHF | 100.00% | 100.00% |