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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.79% | 164.93 CHF | 166.23 CHF | 2'000 | 1'915 | 2'000 | 1'989 | 328'605 CHF | 329'346 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 163.84 CHF | 165.14 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 327'390 CHF | 329'987 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 162.35 CHF | 163.64 CHF | 2'000 | 2'000 | 2'000 | 1'904 | 323'310 CHF | 310'170 CHF | 98.63% | 98.63% |
09.07.2024 | 0.79% | 161.29 CHF | 162.57 CHF | 2'000 | 2'000 | 2'000 | 1'982 | 323'717 CHF | 323'315 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 161.36 CHF | 162.64 CHF | 2'000 | 2'000 | 1'990 | 2'000 | 321'383 CHF | 325'508 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 161.03 CHF | 162.30 CHF | 2'000 | 2'000 | 1'710 | 1'992 | 276'554 CHF | 324'793 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 161.71 CHF | 162.99 CHF | 2'000 | 1'850 | 2'000 | 1'978 | 322'592 CHF | 321'514 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 160.63 CHF | 161.90 CHF | 2'000 | 1'998 | 2'000 | 1'998 | 321'196 CHF | 323'499 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 160.10 CHF | 161.37 CHF | 2'000 | 2'000 | 2'000 | 1'766 | 318'820 CHF | 283'699 CHF | 100.00% | 100.00% |
01.07.2024 | 0.79% | 160.90 CHF | 162.18 CHF | 2'000 | 5'105 | 2'000 | 4'304 | 321'722 CHF | 697'973 CHF | 99.51% | 99.51% |