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% | 6.18 CHF | 6.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'765'640 CHF | 923'380 CHF | 99.19% | 99.19% |
12.07.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'746'950 CHF | 917'149 CHF | 99.27% | 99.27% |
11.07.2024 | 0.16% | 6.03 CHF | 6.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'759'630 CHF | 921'376 CHF | 99.23% | 99.23% |
10.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'738'950 CHF | 914'484 CHF | 99.24% | 99.24% |
09.07.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'732'150 CHF | 912'216 CHF | 99.24% | 99.24% |
08.07.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'793'140 CHF | 932'548 CHF | 99.23% | 99.23% |
05.07.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'764'450 CHF | 922'985 CHF | 99.23% | 99.23% |
04.07.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'744'720 CHF | 916'408 CHF | 99.23% | 99.23% |
03.07.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'688'680 CHF | 897'728 CHF | 99.23% | 99.23% |
02.07.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'608'400 CHF | 870'968 CHF | 99.23% | 99.23% |