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 | 0.51% | 96.95 CHF | 97.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'436'260 CHF | 2'448'760 CHF | 99.36% | 99.36% |
12.07.2024 | 0.51% | 97.35 CHF | 97.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'436'980 CHF | 2'449'480 CHF | 90.89% | 90.89% |
11.07.2024 | 0.51% | 96.85 CHF | 97.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'428'290 CHF | 2'440'790 CHF | 99.38% | 99.38% |
10.07.2024 | 0.52% | 96.25 CHF | 96.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'393'710 CHF | 2'406'210 CHF | 99.35% | 99.35% |
09.07.2024 | 0.52% | 95.90 CHF | 96.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'403'910 CHF | 2'416'410 CHF | 67.73% | 67.73% |
08.07.2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'396'830 CHF | 2'409'330 CHF | 99.37% | 99.37% |
05.07.2024 | 0.52% | 95.55 CHF | 96.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'398'120 CHF | 2'410'620 CHF | 99.07% | 99.07% |
04.07.2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'394'970 CHF | 2'407'470 CHF | 98.55% | 98.55% |
03.07.2024 | 0.52% | 95.20 CHF | 95.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'382'330 CHF | 2'394'830 CHF | 99.34% | 99.34% |
02.07.2024 | 0.52% | 95.25 CHF | 95.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'375'370 CHF | 2'387'850 CHF | 99.38% | 99.38% |