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 | 0.17% | 6.17 CHF | 6.18 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'463'220 CHF | 469'031 CHF | 99.13% | 99.13% |
12.07.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'348'430 CHF | 432'297 CHF | 99.23% | 99.23% |
11.07.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'393'870 CHF | 446'840 CHF | 98.61% | 98.61% |
10.07.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'397'660 CHF | 448'050 CHF | 99.23% | 99.23% |
09.07.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'404'040 CHF | 450'092 CHF | 99.22% | 99.22% |
08.07.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'410'700 CHF | 452'223 CHF | 99.21% | 99.21% |
05.07.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'324'010 CHF | 424'482 CHF | 99.20% | 99.20% |
04.07.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'372'960 CHF | 440'147 CHF | 99.23% | 99.23% |
03.07.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'420'430 CHF | 455'339 CHF | 99.23% | 99.23% |
02.07.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'469'710 CHF | 471'107 CHF | 99.21% | 99.21% |