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% | 6.12 CHF | 6.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'832'260 CHF | 611'754 CHF | 98.29% | 98.29% |
12.07.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'743'990 CHF | 582'331 CHF | 97.92% | 97.92% |
11.07.2024 | 0.16% | 6.01 CHF | 6.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'886'890 CHF | 629'963 CHF | 98.01% | 98.01% |
10.07.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'866'580 CHF | 623'195 CHF | 99.07% | 99.07% |
09.07.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'897'450 CHF | 633'482 CHF | 99.23% | 99.23% |
08.07.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'839'980 CHF | 614'325 CHF | 99.23% | 99.23% |
05.07.2024 | 0.18% | 6.00 CHF | 6.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'694'370 CHF | 565'788 CHF | 99.21% | 99.21% |
04.07.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'654'690 CHF | 552'563 CHF | 99.23% | 99.23% |
03.07.2024 | 0.19% | 5.52 CHF | 5.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'595'550 CHF | 532'851 CHF | 99.23% | 99.23% |
02.07.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'520'910 CHF | 507'970 CHF | 99.23% | 99.23% |