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 | 0.14% | 7.01 CHF | 7.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'070'670 CHF | 691'224 CHF | 99.39% | 99.39% |
12.07.2024 | 0.14% | 7.00 CHF | 7.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'116'500 CHF | 706'499 CHF | 99.39% | 99.39% |
11.07.2024 | 0.13% | 7.30 CHF | 7.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'261'400 CHF | 754'802 CHF | 98.82% | 98.82% |
10.07.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'258'230 CHF | 753'743 CHF | 99.41% | 99.41% |
09.07.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'261'010 CHF | 754'669 CHF | 99.40% | 99.40% |
08.07.2024 | 0.13% | 7.50 CHF | 7.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'295'610 CHF | 766'202 CHF | 99.41% | 99.41% |
05.07.2024 | 0.14% | 7.54 CHF | 7.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'165'410 CHF | 722'804 CHF | 99.41% | 99.41% |
04.07.2024 | 0.14% | 7.20 CHF | 7.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'152'320 CHF | 718'439 CHF | 99.41% | 99.41% |
03.07.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'155'920 CHF | 719'639 CHF | 99.39% | 99.39% |
02.07.2024 | 0.14% | 7.08 CHF | 7.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'111'420 CHF | 704'807 CHF | 99.27% | 99.27% |