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% | 11.92 CHF | 11.95 CHF | 150'000 | 150'000 | 122'959 | 122'959 | 1'496'930 CHF | 1'500'990 CHF | 99.85% | 99.85% |
24.07.2024 | 0.58% | 12.94 CHF | 12.97 CHF | 150'000 | 150'000 | 123'034 | 123'034 | 1'588'040 CHF | 1'592'090 CHF | 100.00% | 100.00% |
23.07.2024 | 0.59% | 12.85 CHF | 12.88 CHF | 150'000 | 150'000 | 123'041 | 123'041 | 1'586'240 CHF | 1'590'290 CHF | 99.99% | 99.99% |
22.07.2024 | 0.63% | 12.79 CHF | 12.82 CHF | 150'000 | 150'000 | 123'006 | 123'006 | 1'526'010 CHF | 1'530'070 CHF | 100.00% | 100.00% |
19.07.2024 | 0.60% | 12.31 CHF | 12.34 CHF | 150'000 | 150'000 | 123'048 | 123'048 | 1'562'750 CHF | 1'566'800 CHF | 99.99% | 99.99% |
18.07.2024 | 0.63% | 12.38 CHF | 12.41 CHF | 150'000 | 150'000 | 122'988 | 122'988 | 1'489'330 CHF | 1'493'390 CHF | 99.99% | 99.99% |
17.07.2024 | 0.62% | 11.97 CHF | 12.00 CHF | 150'000 | 150'000 | 123'054 | 123'054 | 1'471'100 CHF | 1'475'160 CHF | 99.50% | 99.50% |
16.07.2024 | 0.57% | 12.33 CHF | 12.36 CHF | 150'000 | 150'000 | 122'930 | 122'930 | 1'596'830 CHF | 1'600'880 CHF | 99.55% | 99.55% |
15.07.2024 | 0.58% | 13.18 CHF | 13.21 CHF | 150'000 | 150'000 | 123'019 | 123'019 | 1'570'560 CHF | 1'574'610 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 13.16 CHF | 13.19 CHF | 150'000 | 150'000 | 123'053 | 123'053 | 1'641'000 CHF | 1'645'050 CHF | 100.00% | 100.00% |