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 | 0.16% | 6.44 CHF | 6.45 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'530'500 CHF | 490'561 CHF | 99.14% | 99.14% |
12.07.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'415'790 CHF | 453'851 CHF | 99.22% | 99.22% |
11.07.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'461'320 CHF | 468'422 CHF | 98.64% | 98.64% |
10.07.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'465'140 CHF | 469'645 CHF | 99.23% | 99.23% |
09.07.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'471'510 CHF | 471'684 CHF | 99.22% | 99.22% |
08.07.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'477'950 CHF | 473'743 CHF | 99.21% | 99.21% |
05.07.2024 | 0.18% | 5.75 CHF | 5.76 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'391'470 CHF | 446'071 CHF | 99.21% | 99.21% |
04.07.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'440'570 CHF | 461'782 CHF | 99.23% | 99.23% |
03.07.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'488'140 CHF | 477'005 CHF | 99.21% | 99.21% |
02.07.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'537'480 CHF | 492'793 CHF | 99.20% | 99.20% |