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 | 0.70% | 121.34 CHF | 122.19 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 302'063 CHF | 304'188 CHF | 100.00% | 100.00% |
24.07.2024 | 0.70% | 122.51 CHF | 123.37 CHF | 2'430 | 2'500 | 2'431 | 2'500 | 299'282 CHF | 309'923 CHF | 100.00% | 100.00% |
23.07.2024 | 0.70% | 124.07 CHF | 124.94 CHF | 2'230 | 2'500 | 2'426 | 2'500 | 301'293 CHF | 312'651 CHF | 100.00% | 100.00% |
22.07.2024 | 0.70% | 124.37 CHF | 125.24 CHF | 2'280 | 2'500 | 2'281 | 2'500 | 282'718 CHF | 312'058 CHF | 100.00% | 100.00% |
19.07.2024 | 0.70% | 122.92 CHF | 123.78 CHF | 2'450 | 2'500 | 2'457 | 2'500 | 302'536 CHF | 310'040 CHF | 100.00% | 100.00% |
18.07.2024 | 0.70% | 124.50 CHF | 125.37 CHF | 2'500 | 1'905 | 2'500 | 2'229 | 310'927 CHF | 279'108 CHF | 100.00% | 100.00% |
17.07.2024 | 0.70% | 124.70 CHF | 125.58 CHF | 1'700 | 2'460 | 2'312 | 2'477 | 289'018 CHF | 311'728 CHF | 100.00% | 100.00% |
16.07.2024 | 0.70% | 126.80 CHF | 127.69 CHF | 2'419 | 2'500 | 2'452 | 2'500 | 309'987 CHF | 318'218 CHF | 100.00% | 100.00% |
15.07.2024 | 0.70% | 126.86 CHF | 127.75 CHF | 2'190 | 2'500 | 2'335 | 2'500 | 297'572 CHF | 320'800 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 128.53 CHF | 129.43 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 319'204 CHF | 321'451 CHF | 100.00% | 100.00% |