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 | 0.42% | 94.40 CHF | 94.80 CHF | 1'400 | 1'400 | 1'400 | 1'400 | 133'939 CHF | 134'499 CHF | 100.00% | 100.00% |
12.07.2024 | 0.42% | 95.00 CHF | 95.40 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 141'822 CHF | 142'422 CHF | 99.99% | 99.99% |
11.07.2024 | 0.43% | 92.40 CHF | 92.80 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 137'862 CHF | 138'462 CHF | 99.92% | 99.92% |
10.07.2024 | 0.46% | 88.70 CHF | 89.10 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 138'494 CHF | 139'134 CHF | 99.99% | 99.99% |
09.07.2024 | 0.48% | 83.90 CHF | 84.30 CHF | 1'500 | 1'500 | 1'510 | 1'510 | 126'159 CHF | 126'764 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 86.80 CHF | 87.20 CHF | 1'500 | 1'500 | 1'501 | 1'501 | 130'932 CHF | 131'532 CHF | 99.98% | 99.98% |
05.07.2024 | 0.46% | 85.70 CHF | 86.10 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 129'850 CHF | 130'450 CHF | 99.98% | 99.98% |
04.07.2024 | 0.45% | 87.90 CHF | 88.30 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 132'611 CHF | 133'211 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 87.40 CHF | 87.80 CHF | 1'600 | 1'600 | 1'606 | 1'606 | 136'344 CHF | 136'986 CHF | 100.00% | 100.00% |
02.07.2024 | 0.50% | 81.60 CHF | 82.00 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 134'381 CHF | 135'061 CHF | 99.95% | 99.95% |