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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.60% | 12.06 CHF | 12.09 CHF | 150'000 | 150'000 | 122'957 | 122'957 | 1'513'160 CHF | 1'517'220 CHF | 99.85% | 99.85% |
24.07.2024 | 0.58% | 13.07 CHF | 13.10 CHF | 150'000 | 150'000 | 123'029 | 123'029 | 1'604'370 CHF | 1'608'430 CHF | 100.00% | 100.00% |
23.07.2024 | 0.58% | 12.99 CHF | 13.02 CHF | 150'000 | 150'000 | 123'043 | 123'043 | 1'602'760 CHF | 1'606'820 CHF | 100.00% | 100.00% |
22.07.2024 | 0.62% | 12.93 CHF | 12.96 CHF | 150'000 | 150'000 | 123'006 | 123'006 | 1'542'410 CHF | 1'546'470 CHF | 100.00% | 100.00% |
19.07.2024 | 0.59% | 12.45 CHF | 12.48 CHF | 150'000 | 150'000 | 123'044 | 123'044 | 1'579'150 CHF | 1'583'210 CHF | 99.98% | 99.98% |
18.07.2024 | 0.62% | 12.51 CHF | 12.54 CHF | 150'000 | 150'000 | 122'984 | 122'984 | 1'505'600 CHF | 1'509'660 CHF | 99.97% | 99.97% |
17.07.2024 | 0.61% | 12.10 CHF | 12.13 CHF | 150'000 | 150'000 | 123'004 | 123'004 | 1'486'850 CHF | 1'490'910 CHF | 99.51% | 99.51% |
16.07.2024 | 0.56% | 12.46 CHF | 12.49 CHF | 150'000 | 150'000 | 122'998 | 122'998 | 1'614'360 CHF | 1'618'420 CHF | 100.00% | 100.00% |
15.07.2024 | 0.58% | 13.32 CHF | 13.35 CHF | 150'000 | 150'000 | 123'020 | 123'020 | 1'587'080 CHF | 1'591'140 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 13.29 CHF | 13.32 CHF | 150'000 | 150'000 | 123'052 | 123'052 | 1'657'530 CHF | 1'661'590 CHF | 100.00% | 100.00% |