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 | 0.31% | 3.12 CHF | 3.13 CHF | 1'074'600 | 1'074'600 | 1'074'600 | 1'074'600 | 3'430'430 CHF | 3'441'170 CHF | 99.10% | 99.10% |
12.07.2024 | 0.32% | 3.35 CHF | 3.36 CHF | 1'159'400 | 1'159'400 | 1'159'400 | 1'159'400 | 3'625'350 CHF | 3'636'940 CHF | 95.39% | 95.39% |
11.07.2024 | 0.37% | 3.05 CHF | 3.06 CHF | 1'214'100 | 1'214'100 | 1'192'260 | 1'192'260 | 3'511'330 CHF | 3'523'380 CHF | 99.67% | 99.67% |
10.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 1'292'100 | 1'292'100 | 1'292'100 | 1'292'100 | 3'600'820 CHF | 3'613'740 CHF | 99.99% | 99.99% |
09.07.2024 | 0.35% | 2.66 CHF | 2.67 CHF | 1'174'000 | 1'174'000 | 1'174'000 | 1'174'000 | 3'321'990 CHF | 3'333'730 CHF | 100.00% | 100.00% |
08.07.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 1'169'500 | 1'169'500 | 1'169'500 | 1'169'500 | 3'580'220 CHF | 3'591'920 CHF | 100.00% | 100.00% |
05.07.2024 | 0.32% | 2.98 CHF | 2.99 CHF | 1'179'500 | 1'179'500 | 1'179'500 | 1'179'500 | 3'668'900 CHF | 3'680'690 CHF | 99.80% | 99.80% |
04.07.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1'212'500 | 1'212'500 | 1'212'500 | 1'212'500 | 3'562'950 CHF | 3'575'080 CHF | 99.93% | 99.93% |
03.07.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 1'308'700 | 1'308'700 | 1'308'700 | 1'308'700 | 3'662'870 CHF | 3'675'960 CHF | 99.98% | 99.98% |
02.07.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 1'243'800 | 1'243'800 | 1'243'800 | 1'243'800 | 3'181'030 CHF | 3'193'460 CHF | 99.99% | 99.99% |