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 | 0.13% | 38.65 CHF | 38.70 CHF | 58'100 | 58'100 | 58'100 | 58'100 | 2'187'570 CHF | 2'190'480 CHF | 100.00% | 100.00% |
12.07.2024 | 0.14% | 37.50 CHF | 37.55 CHF | 59'700 | 59'700 | 59'700 | 59'700 | 2'152'530 CHF | 2'155'510 CHF | 100.00% | 100.00% |
11.07.2024 | 0.13% | 36.50 CHF | 36.55 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 2'136'770 CHF | 2'139'620 CHF | 99.88% | 99.88% |
10.07.2024 | 0.14% | 36.15 CHF | 36.20 CHF | 59'800 | 59'800 | 59'800 | 59'800 | 2'153'070 CHF | 2'156'060 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 35.80 CHF | 35.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 2'151'190 CHF | 2'154'190 CHF | 100.00% | 100.00% |
08.07.2024 | 0.14% | 35.40 CHF | 35.45 CHF | 60'200 | 60'200 | 60'200 | 60'200 | 2'119'280 CHF | 2'122'290 CHF | 98.71% | 98.71% |
05.07.2024 | 0.15% | 34.75 CHF | 34.80 CHF | 61'700 | 61'700 | 61'700 | 61'700 | 2'112'700 CHF | 2'115'780 CHF | 99.92% | 99.92% |
04.07.2024 | 0.15% | 34.15 CHF | 34.20 CHF | 30'900 | 30'900 | 54'968 | 54'968 | 1'888'930 CHF | 1'891'680 CHF | 100.00% | 100.00% |
03.07.2024 | 0.15% | 33.85 CHF | 33.90 CHF | 63'200 | 63'200 | 63'200 | 63'200 | 2'117'190 CHF | 2'120'350 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 32.40 CHF | 32.45 CHF | 65'100 | 65'100 | 65'100 | 65'100 | 2'060'970 CHF | 2'064'230 CHF | 99.99% | 99.99% |