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% | 7.60 CHF | 7.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'401'990 CHF | 1'135'500 CHF | 99.19% | 99.19% |
12.07.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'382'520 CHF | 1'129'010 CHF | 99.27% | 99.27% |
11.07.2024 | 0.13% | 7.44 CHF | 7.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'394'530 CHF | 1'133'010 CHF | 99.22% | 99.22% |
10.07.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'372'330 CHF | 1'125'610 CHF | 99.23% | 99.23% |
09.07.2024 | 0.13% | 7.43 CHF | 7.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'365'280 CHF | 1'123'260 CHF | 99.23% | 99.23% |
08.07.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'425'580 CHF | 1'143'360 CHF | 99.23% | 99.23% |
05.07.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'397'700 CHF | 1'134'070 CHF | 99.23% | 99.23% |
04.07.2024 | 0.13% | 7.53 CHF | 7.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'377'960 CHF | 1'127'490 CHF | 99.23% | 99.23% |
03.07.2024 | 0.14% | 7.38 CHF | 7.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'321'310 CHF | 1'108'600 CHF | 99.23% | 99.23% |
02.07.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'239'050 CHF | 1'081'180 CHF | 99.23% | 99.23% |