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% | 6.40 CHF | 6.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'885'920 CHF | 629'640 CHF | 99.39% | 99.39% |
12.07.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'931'570 CHF | 644'858 CHF | 99.40% | 99.40% |
11.07.2024 | 0.14% | 6.68 CHF | 6.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'076'390 CHF | 693'131 CHF | 98.83% | 98.83% |
10.07.2024 | 0.14% | 6.90 CHF | 6.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'072'750 CHF | 691'916 CHF | 99.40% | 99.40% |
09.07.2024 | 0.14% | 6.91 CHF | 6.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'075'960 CHF | 692'985 CHF | 99.39% | 99.39% |
08.07.2024 | 0.14% | 6.88 CHF | 6.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 2'111'090 CHF | 704'698 CHF | 99.39% | 99.39% |
05.07.2024 | 0.15% | 6.92 CHF | 6.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'980'400 CHF | 661'133 CHF | 99.39% | 99.39% |
04.07.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'966'820 CHF | 656'606 CHF | 99.41% | 99.41% |
03.07.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'970'030 CHF | 657'676 CHF | 99.39% | 99.39% |
02.07.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'925'290 CHF | 642'765 CHF | 99.30% | 99.30% |