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 | 0.47% | 105.60 CHF | 106.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'661'910 CHF | 2'674'410 CHF | 99.37% | 99.37% |
12.07.2024 | 0.47% | 106.60 CHF | 107.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'655'600 CHF | 2'668'100 CHF | 90.88% | 90.88% |
11.07.2024 | 0.47% | 105.80 CHF | 106.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'637'420 CHF | 2'649'920 CHF | 99.37% | 99.37% |
10.07.2024 | 0.48% | 105.20 CHF | 105.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'622'060 CHF | 2'634'560 CHF | 99.35% | 99.35% |
09.07.2024 | 0.47% | 104.70 CHF | 105.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'629'010 CHF | 2'641'510 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 104.80 CHF | 105.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'622'340 CHF | 2'634'840 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 104.50 CHF | 105.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'620'750 CHF | 2'633'250 CHF | 99.08% | 99.08% |
04.07.2024 | 0.48% | 104.90 CHF | 105.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'622'180 CHF | 2'634'680 CHF | 98.55% | 98.55% |
03.07.2024 | 0.48% | 104.70 CHF | 105.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'607'000 CHF | 2'619'500 CHF | 99.34% | 99.34% |
02.07.2024 | 0.48% | 104.40 CHF | 104.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'586'380 CHF | 2'598'880 CHF | 99.38% | 99.38% |