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% | 6.84 CHF | 6.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'058'980 CHF | 1'021'160 CHF | 99.19% | 99.19% |
12.07.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'039'960 CHF | 1'014'820 CHF | 99.27% | 99.27% |
11.07.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'052'340 CHF | 1'018'950 CHF | 99.22% | 99.22% |
10.07.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'030'960 CHF | 1'011'820 CHF | 99.23% | 99.23% |
09.07.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'024'060 CHF | 1'009'520 CHF | 99.24% | 99.24% |
08.07.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'084'800 CHF | 1'029'770 CHF | 99.24% | 99.24% |
05.07.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'056'380 CHF | 1'020'290 CHF | 99.23% | 99.23% |
04.07.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 3'036'540 CHF | 1'013'680 CHF | 99.23% | 99.23% |
03.07.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'980'270 CHF | 994'923 CHF | 99.23% | 99.23% |
02.07.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'899'110 CHF | 967'870 CHF | 99.22% | 99.22% |