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 | 0.14% | 7.19 CHF | 7.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'389'520 CHF | 1'391'520 CHF | 99.53% | 99.53% |
12.07.2024 | 0.15% | 6.98 CHF | 6.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'327'500 CHF | 1'329'500 CHF | 99.57% | 99.57% |
11.07.2024 | 0.14% | 6.92 CHF | 6.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'470'670 CHF | 1'472'670 CHF | 99.49% | 99.49% |
10.07.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'431'000 CHF | 1'433'000 CHF | 99.59% | 99.59% |
09.07.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'427'420 CHF | 1'429'420 CHF | 99.54% | 99.54% |
08.07.2024 | 0.14% | 6.95 CHF | 6.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'383'440 CHF | 1'385'440 CHF | 99.59% | 99.59% |
05.07.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'328'570 CHF | 1'330'570 CHF | 99.52% | 99.52% |
04.07.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'311'690 CHF | 1'313'690 CHF | 99.30% | 99.30% |
03.07.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'263'940 CHF | 1'265'940 CHF | 99.59% | 99.59% |
02.07.2024 | 0.17% | 6.07 CHF | 6.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'165'250 CHF | 1'167'250 CHF | 99.51% | 99.51% |