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 | 0.94% | 63.90 CHF | 64.50 CHF | 1'500 | 340 | 1'486 | 338 | 94'879 CHF | 21'786 CHF | 99.72% | 99.72% |
12.07.2024 | 0.94% | 64.15 CHF | 64.75 CHF | 1'500 | 340 | 1'486 | 338 | 95'635 CHF | 21'959 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 64.20 CHF | 64.80 CHF | 1'500 | 340 | 1'486 | 338 | 95'446 CHF | 21'916 CHF | 99.59% | 99.59% |
10.07.2024 | 0.94% | 64.50 CHF | 65.10 CHF | 1'500 | 340 | 1'486 | 338 | 95'193 CHF | 21'858 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 64.85 CHF | 65.45 CHF | 1'500 | 340 | 1'486 | 338 | 96'163 CHF | 22'079 CHF | 99.82% | 99.82% |
08.07.2024 | 0.93% | 65.00 CHF | 65.60 CHF | 1'500 | 340 | 1'486 | 338 | 96'245 CHF | 22'098 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 65.95 CHF | 66.55 CHF | 1'500 | 340 | 1'486 | 338 | 97'711 CHF | 22'431 CHF | 99.93% | 99.93% |
04.07.2024 | 0.92% | 65.95 CHF | 66.55 CHF | 1'500 | 340 | 1'486 | 338 | 97'634 CHF | 22'414 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 65.40 CHF | 66.00 CHF | 1'500 | 340 | 1'486 | 338 | 97'472 CHF | 22'377 CHF | 100.00% | 100.00% |
02.07.2024 | 0.92% | 65.65 CHF | 66.25 CHF | 1'500 | 340 | 1'486 | 338 | 97'802 CHF | 22'452 CHF | 99.87% | 99.87% |