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 | 0.14% | 70.10 CHF | 70.20 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 83'868 CHF | 83'988 CHF | 99.89% | 99.89% |
12.07.2024 | 0.14% | 70.80 CHF | 70.90 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 82'613 CHF | 82'733 CHF | 99.78% | 99.78% |
11.07.2024 | 0.14% | 68.30 CHF | 68.40 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 82'882 CHF | 83'002 CHF | 99.72% | 99.72% |
10.07.2024 | 0.15% | 67.70 CHF | 67.80 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 80'120 CHF | 80'239 CHF | 99.90% | 99.90% |
09.07.2024 | 0.15% | 66.50 CHF | 66.60 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 79'621 CHF | 79'740 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 65.90 CHF | 66.00 CHF | 1'300 | 1'300 | 1'298 | 1'298 | 83'765 CHF | 83'894 CHF | 99.99% | 99.99% |
05.07.2024 | 0.16% | 58.90 CHF | 59.00 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 78'667 CHF | 78'797 CHF | 99.35% | 99.35% |
04.07.2024 | 0.16% | 61.60 CHF | 61.70 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 79'057 CHF | 79'187 CHF | 99.90% | 99.90% |
03.07.2024 | 0.17% | 59.40 CHF | 59.50 CHF | 1'300 | 1'300 | 1'295 | 1'295 | 77'815 CHF | 77'944 CHF | 99.99% | 99.99% |
02.07.2024 | 0.17% | 62.30 CHF | 62.40 CHF | 1'200 | 1'200 | 1'195 | 1'195 | 71'998 CHF | 72'117 CHF | 98.68% | 98.68% |