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 | 0.80% | 132.98 CHF | 134.05 CHF | 2'250 | 2'500 | 2'251 | 2'500 | 300'796 CHF | 336'768 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 134.54 CHF | 135.62 CHF | 2'500 | 2'433 | 2'500 | 2'433 | 332'904 CHF | 326'600 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 133.11 CHF | 134.18 CHF | 2'000 | 2'500 | 2'331 | 2'500 | 309'365 CHF | 334'552 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 132.18 CHF | 133.24 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 328'871 CHF | 331'515 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 131.04 CHF | 132.09 CHF | 2'300 | 2'500 | 2'339 | 2'500 | 308'660 CHF | 332'601 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 132.31 CHF | 133.37 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 330'901 CHF | 333'552 CHF | 99.05% | 99.05% |
05.07.2024 | 0.80% | 132.42 CHF | 133.48 CHF | 2'474 | 2'500 | 2'476 | 2'500 | 328'238 CHF | 334'151 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 132.38 CHF | 133.44 CHF | 2'050 | 2'500 | 2'156 | 2'500 | 284'877 CHF | 333'053 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 131.00 CHF | 132.05 CHF | 2'476 | 2'500 | 2'499 | 2'500 | 325'989 CHF | 328'750 CHF | 99.95% | 99.95% |
02.07.2024 | 0.80% | 129.27 CHF | 130.31 CHF | 2'460 | 2'423 | 2'483 | 2'476 | 319'505 CHF | 321'180 CHF | 100.00% | 100.00% |