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% | 6.56 CHF | 6.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'936'520 CHF | 980'339 CHF | 99.19% | 99.19% |
12.07.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'917'600 CHF | 974'033 CHF | 99.27% | 99.27% |
11.07.2024 | 0.15% | 6.41 CHF | 6.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'930'090 CHF | 978'198 CHF | 99.22% | 99.22% |
10.07.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'909'020 CHF | 971'172 CHF | 99.24% | 99.24% |
09.07.2024 | 0.15% | 6.40 CHF | 6.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'902'090 CHF | 968'863 CHF | 99.24% | 99.24% |
08.07.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'962'910 CHF | 989'137 CHF | 99.23% | 99.23% |
05.07.2024 | 0.15% | 6.49 CHF | 6.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'934'410 CHF | 979'638 CHF | 99.23% | 99.23% |
04.07.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'914'650 CHF | 973'052 CHF | 99.23% | 99.23% |
03.07.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'858'510 CHF | 954'336 CHF | 99.23% | 99.23% |
02.07.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'777'720 CHF | 927'406 CHF | 99.22% | 99.22% |