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% | 54.30 CHF | 54.40 CHF | 8'300 | 8'300 | 8'300 | 8'300 | 447'437 CHF | 448'267 CHF | 99.98% | 99.98% |
12.07.2024 | 0.19% | 54.50 CHF | 54.60 CHF | 8'300 | 8'300 | 8'300 | 8'300 | 442'913 CHF | 443'743 CHF | 100.00% | 100.00% |
11.07.2024 | 0.17% | 56.50 CHF | 56.60 CHF | 7'700 | 7'700 | 7'700 | 7'700 | 444'233 CHF | 445'003 CHF | 99.99% | 99.99% |
10.07.2024 | 0.17% | 58.50 CHF | 58.60 CHF | 7'900 | 7'900 | 7'900 | 7'900 | 454'686 CHF | 455'476 CHF | 100.00% | 100.00% |
09.07.2024 | 0.18% | 54.30 CHF | 54.40 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 435'626 CHF | 436'426 CHF | 99.99% | 99.99% |
08.07.2024 | 0.19% | 51.80 CHF | 51.90 CHF | 8'500 | 8'500 | 8'500 | 8'500 | 438'504 CHF | 439'354 CHF | 100.00% | 100.00% |
05.07.2024 | 0.19% | 51.80 CHF | 51.90 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 432'760 CHF | 433'600 CHF | 99.92% | 99.92% |
04.07.2024 | 0.19% | 51.40 CHF | 51.50 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 432'020 CHF | 432'860 CHF | 100.00% | 100.00% |
03.07.2024 | 0.10% | 50.00 CHF | 50.05 CHF | 8'600 | 8'600 | 8'600 | 8'600 | 429'461 CHF | 429'891 CHF | 100.00% | 100.00% |
02.07.2024 | 0.11% | 47.55 CHF | 47.60 CHF | 8'900 | 8'900 | 8'900 | 8'900 | 418'045 CHF | 418'490 CHF | 99.99% | 99.99% |