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 | 0.05% | 91.00 CHF | 91.03 CHF | 17'000 | 17'000 | 7'523 | 7'523 | 684'005 CHF | 684'296 CHF | 96.36% | 96.36% |
12.07.2024 | 0.05% | 91.49 CHF | 91.52 CHF | 17'000 | 17'000 | 7'450 | 7'450 | 670'590 CHF | 670'880 CHF | 98.59% | 98.59% |
11.07.2024 | 0.05% | 90.99 CHF | 91.02 CHF | 17'000 | 17'000 | 7'262 | 7'262 | 682'147 CHF | 682'433 CHF | 96.64% | 96.64% |
10.07.2024 | 0.05% | 94.15 CHF | 94.18 CHF | 15'000 | 15'000 | 7'181 | 7'181 | 672'617 CHF | 672'898 CHF | 99.18% | 99.18% |
09.07.2024 | 0.05% | 92.53 CHF | 92.56 CHF | 17'000 | 17'000 | 7'492 | 7'492 | 688'847 CHF | 689'138 CHF | 98.69% | 98.69% |
08.07.2024 | 0.05% | 89.72 CHF | 89.75 CHF | 17'000 | 17'000 | 7'490 | 7'490 | 667'142 CHF | 667'432 CHF | 99.09% | 99.09% |
05.07.2024 | 0.05% | 88.91 CHF | 88.94 CHF | 17'000 | 17'000 | 7'423 | 7'423 | 664'725 CHF | 665'014 CHF | 97.33% | 97.33% |
04.07.2024 | 0.05% | 89.64 CHF | 89.68 CHF | 5'000 | 5'000 | 4'989 | 4'989 | 447'126 CHF | 447'351 CHF | 96.81% | 96.81% |
03.07.2024 | 0.05% | 88.18 CHF | 88.21 CHF | 17'000 | 17'000 | 7'977 | 7'977 | 685'326 CHF | 685'648 CHF | 93.67% | 93.67% |
02.07.2024 | 0.05% | 85.91 CHF | 85.94 CHF | 18'000 | 18'000 | 7'881 | 7'881 | 680'979 CHF | 681'291 CHF | 93.82% | 93.82% |