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 | 0.19% | 107.60 CHF | 107.80 CHF | 30'500 | 30'500 | 30'500 | 30'500 | 3'227'260 CHF | 3'233'360 CHF | 100.00% | 100.00% |
12.07.2024 | 0.19% | 105.60 CHF | 105.80 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 3'187'490 CHF | 3'193'690 CHF | 100.00% | 100.00% |
11.07.2024 | 0.19% | 103.60 CHF | 103.80 CHF | 30'100 | 30'100 | 30'100 | 30'100 | 3'176'590 CHF | 3'182'610 CHF | 99.88% | 99.88% |
10.07.2024 | 0.19% | 103.00 CHF | 103.20 CHF | 31'000 | 31'000 | 31'000 | 31'000 | 3'184'850 CHF | 3'191'050 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 102.40 CHF | 102.60 CHF | 31'100 | 31'100 | 31'100 | 31'100 | 3'186'160 CHF | 3'192'380 CHF | 99.99% | 99.99% |
08.07.2024 | 0.15% | 101.60 CHF | 101.80 CHF | 31'100 | 31'100 | 31'100 | 31'100 | 3'146'240 CHF | 3'150'950 CHF | 98.68% | 98.68% |
05.07.2024 | 0.10% | 100.40 CHF | 100.50 CHF | 31'600 | 31'600 | 31'600 | 31'600 | 3'142'300 CHF | 3'145'460 CHF | 99.92% | 99.92% |
04.07.2024 | 0.10% | 99.40 CHF | 99.50 CHF | 15'800 | 15'800 | 28'146 | 28'146 | 2'807'740 CHF | 2'810'550 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 98.70 CHF | 98.80 CHF | 32'100 | 32'100 | 32'100 | 32'100 | 3'149'920 CHF | 3'153'130 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 96.00 CHF | 96.10 CHF | 32'700 | 32'700 | 32'700 | 32'700 | 3'091'400 CHF | 3'094'670 CHF | 99.98% | 99.98% |