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 | 0.15% | 69.50 CHF | 69.60 CHF | 47'400 | 47'400 | 47'400 | 47'400 | 3'169'330 CHF | 3'174'070 CHF | 100.00% | 100.00% |
12.07.2024 | 0.16% | 67.30 CHF | 67.40 CHF | 48'700 | 48'700 | 48'700 | 48'700 | 3'101'280 CHF | 3'106'160 CHF | 99.99% | 99.99% |
11.07.2024 | 0.14% | 67.00 CHF | 67.10 CHF | 43'100 | 43'100 | 43'100 | 43'100 | 3'100'350 CHF | 3'104'660 CHF | 99.95% | 99.95% |
10.07.2024 | 0.14% | 69.70 CHF | 69.80 CHF | 45'400 | 45'400 | 45'400 | 45'400 | 3'171'280 CHF | 3'175'820 CHF | 100.00% | 100.00% |
09.07.2024 | 0.14% | 69.10 CHF | 69.20 CHF | 45'500 | 45'500 | 45'450 | 45'450 | 3'167'360 CHF | 3'171'910 CHF | 99.99% | 99.99% |
08.07.2024 | 0.15% | 67.70 CHF | 67.80 CHF | 45'900 | 45'900 | 45'900 | 45'900 | 3'087'480 CHF | 3'092'070 CHF | 100.00% | 100.00% |
05.07.2024 | 0.16% | 66.60 CHF | 66.70 CHF | 48'200 | 48'200 | 48'194 | 48'194 | 3'104'240 CHF | 3'109'060 CHF | 99.74% | 99.74% |
04.07.2024 | 0.16% | 63.20 CHF | 63.30 CHF | 24'100 | 24'100 | 42'932 | 42'932 | 2'729'810 CHF | 2'734'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.16% | 62.70 CHF | 62.80 CHF | 50'200 | 50'200 | 50'200 | 50'200 | 3'072'400 CHF | 3'077'420 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 58.80 CHF | 58.90 CHF | 52'700 | 52'700 | 52'700 | 52'700 | 2'975'080 CHF | 2'980'350 CHF | 99.98% | 99.98% |