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 | 0.04% | 25.08 CHF | 25.09 CHF | 71'400 | 71'400 | 71'400 | 71'400 | 1'772'980 CHF | 1'773'710 CHF | 99.72% | 99.72% |
24.07.2024 | 0.19% | 25.95 CHF | 26.00 CHF | 70'100 | 70'100 | 70'100 | 70'100 | 1'822'830 CHF | 1'826'340 CHF | 99.81% | 99.81% |
23.07.2024 | 0.19% | 26.60 CHF | 26.65 CHF | 69'800 | 69'800 | 69'800 | 69'800 | 1'866'520 CHF | 1'870'010 CHF | 100.00% | 100.00% |
22.07.2024 | 0.19% | 26.90 CHF | 26.95 CHF | 71'800 | 71'800 | 71'800 | 71'800 | 1'914'100 CHF | 1'917'690 CHF | 100.00% | 100.00% |
19.07.2024 | 0.19% | 25.70 CHF | 25.75 CHF | 70'500 | 70'500 | 70'500 | 70'500 | 1'830'870 CHF | 1'834'400 CHF | 99.98% | 99.98% |
18.07.2024 | 0.19% | 26.55 CHF | 26.60 CHF | 69'000 | 69'000 | 69'000 | 69'000 | 1'841'190 CHF | 1'844'640 CHF | 100.00% | 100.00% |
17.07.2024 | 0.19% | 27.15 CHF | 27.20 CHF | 70'200 | 70'200 | 69'957 | 69'957 | 1'880'280 CHF | 1'883'790 CHF | 100.00% | 100.00% |
16.07.2024 | 0.19% | 26.60 CHF | 26.65 CHF | 69'900 | 69'900 | 69'885 | 69'885 | 1'833'340 CHF | 1'836'830 CHF | 100.00% | 100.00% |
15.07.2024 | 0.18% | 26.85 CHF | 26.90 CHF | 68'400 | 68'400 | 68'400 | 68'400 | 1'881'840 CHF | 1'885'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.18% | 27.60 CHF | 27.65 CHF | 70'200 | 70'200 | 70'200 | 70'200 | 1'907'600 CHF | 1'911'110 CHF | 100.00% | 100.00% |