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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 661'400 | 661'400 | 661'400 | 661'400 | 2'572'830 CHF | 2'579'450 CHF | 99.99% | 99.99% |
24.07.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 662'200 | 662'200 | 662'200 | 662'200 | 2'572'580 CHF | 2'579'200 CHF | 99.82% | 99.82% |
23.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 669'700 | 669'700 | 669'700 | 669'700 | 2'591'760 CHF | 2'598'460 CHF | 100.00% | 100.00% |
22.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 666'300 | 666'300 | 666'300 | 666'300 | 2'568'850 CHF | 2'575'520 CHF | 100.00% | 100.00% |
19.07.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 655'600 | 655'600 | 655'600 | 655'600 | 2'547'920 CHF | 2'554'480 CHF | 100.00% | 100.00% |
18.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 658'400 | 658'400 | 658'400 | 658'400 | 2'570'020 CHF | 2'576'600 CHF | 100.00% | 100.00% |
17.07.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 660'600 | 660'600 | 657'417 | 657'417 | 2'583'690 CHF | 2'590'290 CHF | 100.00% | 100.00% |
16.07.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 669'000 | 669'000 | 668'817 | 668'817 | 2'631'460 CHF | 2'638'150 CHF | 100.00% | 100.00% |
15.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 673'700 | 673'700 | 673'700 | 673'700 | 2'599'800 CHF | 2'606'530 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 667'000 | 667'000 | 667'000 | 667'000 | 2'550'020 CHF | 2'556'690 CHF | 100.00% | 100.00% |