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% | 6.32 CHF | 6.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'826'540 CHF | 943'680 CHF | 99.17% | 99.17% |
12.07.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'807'750 CHF | 937'415 CHF | 99.27% | 99.27% |
11.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'820'410 CHF | 941'637 CHF | 99.23% | 99.23% |
10.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'799'600 CHF | 934'700 CHF | 99.24% | 99.24% |
09.07.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'792'700 CHF | 932'399 CHF | 99.24% | 99.24% |
08.07.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'853'700 CHF | 952'734 CHF | 99.23% | 99.23% |
05.07.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'825'050 CHF | 943'185 CHF | 99.23% | 99.23% |
04.07.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'805'230 CHF | 936'577 CHF | 99.23% | 99.23% |
03.07.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'749'130 CHF | 917'877 CHF | 99.23% | 99.23% |
02.07.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 2'668'700 CHF | 891'068 CHF | 99.23% | 99.23% |