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% | 7.12 CHF | 7.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'402'300 CHF | 1'404'300 CHF | 99.06% | 99.06% |
12.07.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'432'090 CHF | 1'434'090 CHF | 98.68% | 98.68% |
11.07.2024 | 0.13% | 7.41 CHF | 7.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'530'990 CHF | 1'532'990 CHF | 81.49% | 81.49% |
10.07.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'527'630 CHF | 1'529'630 CHF | 95.15% | 95.15% |
09.07.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'529'200 CHF | 1'531'200 CHF | 98.66% | 98.66% |
08.07.2024 | 0.13% | 7.82 CHF | 7.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'560'830 CHF | 1'562'830 CHF | 76.82% | 76.82% |
05.07.2024 | 0.14% | 7.64 CHF | 7.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'465'230 CHF | 1'467'230 CHF | 99.17% | 99.17% |
04.07.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'456'880 CHF | 1'458'880 CHF | 99.18% | 99.18% |
03.07.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'459'300 CHF | 1'461'300 CHF | 98.44% | 98.44% |
02.07.2024 | 0.14% | 7.19 CHF | 7.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'430'120 CHF | 1'432'120 CHF | 98.81% | 98.81% |