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 | 0.05% | 89.90 CHF | 89.93 CHF | 17'000 | 17'000 | 7'451 | 7'451 | 658'802 CHF | 659'092 CHF | 98.63% | 98.63% |
11.07.2024 | 0.05% | 89.39 CHF | 89.42 CHF | 17'000 | 17'000 | 7'258 | 7'258 | 670'284 CHF | 670'570 CHF | 96.61% | 96.61% |
10.07.2024 | 0.05% | 92.55 CHF | 92.58 CHF | 15'000 | 15'000 | 7'181 | 7'181 | 661'148 CHF | 661'429 CHF | 99.17% | 99.17% |
09.07.2024 | 0.05% | 90.93 CHF | 90.96 CHF | 17'000 | 17'000 | 7'492 | 7'492 | 676'902 CHF | 677'192 CHF | 98.73% | 98.73% |
08.07.2024 | 0.05% | 88.12 CHF | 88.15 CHF | 17'000 | 17'000 | 7'495 | 7'495 | 655'589 CHF | 655'880 CHF | 99.09% | 99.09% |
05.07.2024 | 0.05% | 87.31 CHF | 87.34 CHF | 17'000 | 17'000 | 7'424 | 7'424 | 652'925 CHF | 653'214 CHF | 97.33% | 97.33% |
04.07.2024 | 0.05% | 88.04 CHF | 88.08 CHF | 5'000 | 5'000 | 4'989 | 4'989 | 439'147 CHF | 439'373 CHF | 96.82% | 96.82% |
03.07.2024 | 0.05% | 86.58 CHF | 86.61 CHF | 17'000 | 17'000 | 7'978 | 7'978 | 672'642 CHF | 672'964 CHF | 93.69% | 93.69% |
02.07.2024 | 0.05% | 84.31 CHF | 84.34 CHF | 18'000 | 18'000 | 7'879 | 7'879 | 668'168 CHF | 668'480 CHF | 93.84% | 93.84% |
01.07.2024 | 0.06% | 85.17 CHF | 85.20 CHF | 17'000 | 17'000 | 7'632 | 7'632 | 642'990 CHF | 643'332 CHF | 90.92% | 90.92% |