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% | 59.30 CHF | 59.40 CHF | 70'500 | 70'500 | 70'500 | 70'500 | 4'139'400 CHF | 4'146'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 58.00 CHF | 58.10 CHF | 71'800 | 71'800 | 71'800 | 71'800 | 4'077'330 CHF | 4'084'510 CHF | 100.00% | 100.00% |
11.07.2024 | 0.18% | 56.70 CHF | 56.80 CHF | 71'900 | 71'900 | 71'900 | 71'900 | 4'038'420 CHF | 4'045'610 CHF | 99.86% | 99.86% |
10.07.2024 | 0.18% | 54.30 CHF | 54.40 CHF | 74'300 | 74'300 | 74'300 | 74'300 | 4'013'030 CHF | 4'020'460 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 53.90 CHF | 54.00 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 4'013'990 CHF | 4'021'390 CHF | 100.00% | 100.00% |
08.07.2024 | 0.18% | 55.10 CHF | 55.20 CHF | 73'700 | 73'700 | 73'700 | 73'700 | 4'025'690 CHF | 4'033'060 CHF | 98.15% | 98.15% |
05.07.2024 | 0.18% | 54.20 CHF | 54.30 CHF | 74'100 | 74'100 | 74'100 | 74'100 | 4'009'100 CHF | 4'016'510 CHF | 99.99% | 99.99% |
04.07.2024 | 0.18% | 54.40 CHF | 54.50 CHF | 37'100 | 37'100 | 66'013 | 66'013 | 3'608'450 CHF | 3'615'050 CHF | 100.00% | 100.00% |
03.07.2024 | 0.18% | 54.20 CHF | 54.30 CHF | 73'900 | 73'900 | 73'900 | 73'900 | 4'042'690 CHF | 4'050'080 CHF | 100.00% | 100.00% |
02.07.2024 | 0.19% | 53.70 CHF | 53.80 CHF | 74'800 | 74'800 | 74'800 | 74'800 | 3'979'050 CHF | 3'986'530 CHF | 100.00% | 100.00% |