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% | 8.31 CHF | 8.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 1'489'360 CHF | 1'491'880 CHF | 100.00% | 100.00% |
12.07.2024 | 0.17% | 8.90 CHF | 8.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'665'880 CHF | 1'668'730 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 8.11 CHF | 8.13 CHF | 200'000 | 200'000 | 198'855 | 198'855 | 1'561'660 CHF | 1'564'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.18% | 7.64 CHF | 7.65 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 1'671'560 CHF | 1'674'500 CHF | 100.00% | 100.00% |
09.07.2024 | 0.19% | 7.09 CHF | 7.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'510'990 CHF | 1'513'790 CHF | 100.00% | 100.00% |
08.07.2024 | 0.17% | 7.96 CHF | 7.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'632'760 CHF | 1'635'560 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 7.94 CHF | 7.96 CHF | 200'000 | 200'000 | 199'493 | 199'493 | 1'654'970 CHF | 1'657'770 CHF | 100.00% | 100.00% |
04.07.2024 | 0.18% | 7.91 CHF | 7.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'568'480 CHF | 1'571'370 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 7.66 CHF | 7.68 CHF | 225'000 | 225'000 | 224'462 | 224'462 | 1'676'680 CHF | 1'679'600 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 6.96 CHF | 6.98 CHF | 225'000 | 225'000 | 224'496 | 224'496 | 1'535'280 CHF | 1'538'100 CHF | 100.00% | 100.00% |