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 | 0.79% | 115.30 CHF | 116.22 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 690'146 CHF | 695'620 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 115.14 CHF | 116.05 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 690'388 CHF | 695'864 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 114.31 CHF | 115.22 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 682'168 CHF | 687'579 CHF | 98.61% | 98.61% |
09.07.2024 | 0.79% | 113.36 CHF | 114.26 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 683'204 CHF | 688'623 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 113.47 CHF | 114.37 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 681'586 CHF | 686'991 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 113.11 CHF | 114.01 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 681'221 CHF | 686'624 CHF | 100.00% | 100.00% |
04.07.2024 | 0.79% | 113.45 CHF | 114.35 CHF | 6'000 | 6'000 | 5'874 | 4'892 | 664'950 CHF | 558'111 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 112.69 CHF | 113.58 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 675'281 CHF | 680'637 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 111.97 CHF | 112.85 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 667'830 CHF | 673'126 CHF | 100.00% | 100.00% |
01.07.2024 | 0.79% | 112.20 CHF | 113.09 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 673'092 CHF | 678'431 CHF | 99.60% | 99.60% |