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 | 300'000 | 100'000 | 300'000 | 100'000 | 1'892'040 CHF | 631'679 CHF | 98.28% | 98.28% |
12.07.2024 | 0.17% | 6.25 CHF | 6.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'803'830 CHF | 602'278 CHF | 97.91% | 97.91% |
11.07.2024 | 0.15% | 6.21 CHF | 6.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'946'740 CHF | 649'913 CHF | 98.00% | 98.00% |
10.07.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'926'530 CHF | 643'177 CHF | 99.07% | 99.07% |
09.07.2024 | 0.15% | 6.36 CHF | 6.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'957'350 CHF | 653'449 CHF | 99.22% | 99.22% |
08.07.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'899'730 CHF | 634'244 CHF | 99.23% | 99.23% |
05.07.2024 | 0.17% | 6.20 CHF | 6.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'754'270 CHF | 585'756 CHF | 99.22% | 99.22% |
04.07.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'714'720 CHF | 572'573 CHF | 99.23% | 99.23% |
03.07.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'655'680 CHF | 552'892 CHF | 99.24% | 99.24% |
02.07.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'581'130 CHF | 528'045 CHF | 99.21% | 99.21% |