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 | 0.17% | 31.05 CHF | 31.10 CHF | 153'900 | 153'900 | 153'900 | 153'900 | 4'599'800 CHF | 4'607'490 CHF | 100.00% | 100.00% |
11.07.2024 | 0.15% | 30.85 CHF | 30.90 CHF | 143'200 | 143'200 | 143'200 | 143'200 | 4'639'780 CHF | 4'646'940 CHF | 99.99% | 99.99% |
10.07.2024 | 0.16% | 31.75 CHF | 31.80 CHF | 147'700 | 147'700 | 147'700 | 147'700 | 4'691'390 CHF | 4'698'770 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 31.55 CHF | 31.60 CHF | 148'000 | 148'000 | 147'835 | 147'835 | 4'687'680 CHF | 4'695'080 CHF | 100.00% | 100.00% |
08.07.2024 | 0.16% | 31.10 CHF | 31.15 CHF | 148'800 | 148'800 | 148'800 | 148'800 | 4'602'250 CHF | 4'609'690 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 30.75 CHF | 30.80 CHF | 153'200 | 153'200 | 153'182 | 153'182 | 4'602'690 CHF | 4'610'350 CHF | 99.75% | 99.75% |
04.07.2024 | 0.17% | 29.70 CHF | 29.75 CHF | 76'600 | 76'600 | 136'458 | 136'458 | 4'067'180 CHF | 4'074'010 CHF | 100.00% | 100.00% |
03.07.2024 | 0.17% | 29.50 CHF | 29.55 CHF | 157'100 | 157'100 | 157'100 | 157'100 | 4'564'550 CHF | 4'572'400 CHF | 100.00% | 100.00% |
02.07.2024 | 0.18% | 28.30 CHF | 28.35 CHF | 161'700 | 161'700 | 161'700 | 161'700 | 4'449'210 CHF | 4'457'300 CHF | 100.00% | 100.00% |
01.07.2024 | 0.18% | 27.35 CHF | 27.40 CHF | 164'700 | 164'700 | 164'700 | 164'700 | 4'489'140 CHF | 4'497'370 CHF | 100.00% | 100.00% |