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 | 0.53% | 130.10 CHF | 130.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'265'870 CHF | 3'283'370 CHF | 90.88% | 90.88% |
11.07.2024 | 0.50% | 128.40 CHF | 129.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'236'730 CHF | 3'252'840 CHF | 99.36% | 99.36% |
10.07.2024 | 0.48% | 126.50 CHF | 127.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'117'000 CHF | 3'132'000 CHF | 99.36% | 99.36% |
09.07.2024 | 0.48% | 124.40 CHF | 125.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'130'610 CHF | 3'145'610 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 124.60 CHF | 125.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'108'600 CHF | 3'123'600 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 123.20 CHF | 123.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'106'540 CHF | 3'121'540 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 124.60 CHF | 125.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'098'080 CHF | 3'113'080 CHF | 98.57% | 98.57% |
03.07.2024 | 0.49% | 122.10 CHF | 122.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'058'160 CHF | 3'073'160 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 122.30 CHF | 122.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'040'450 CHF | 3'055'450 CHF | 99.37% | 99.37% |
01.07.2024 | 0.49% | 123.00 CHF | 123.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'053'440 CHF | 3'068'440 CHF | 97.94% | 97.94% |