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 | 0.34% | 5'807.71 CHF | 5'827.71 CHF | 500 | 500 | 500 | 500 | 2'922'290 CHF | 2'932'290 CHF | 100.00% | 100.00% |
12.07.2024 | 0.34% | 5'832.68 CHF | 5'852.68 CHF | 500 | 500 | 500 | 500 | 2'907'600 CHF | 2'917'600 CHF | 78.50% | 78.50% |
11.07.2024 | 0.34% | 5'810.00 CHF | 5'830.00 CHF | 500 | 500 | 500 | 500 | 2'907'600 CHF | 2'917'600 CHF | 100.00% | 100.00% |
10.07.2024 | 0.35% | 5'782.47 CHF | 5'802.47 CHF | 500 | 500 | 500 | 500 | 2'881'510 CHF | 2'891'510 CHF | 94.74% | 94.74% |
09.07.2024 | 0.35% | 5'770.88 CHF | 5'790.88 CHF | 500 | 500 | 500 | 500 | 2'890'090 CHF | 2'900'090 CHF | 97.76% | 97.76% |
08.07.2024 | 0.35% | 5'744.82 CHF | 5'764.82 CHF | 500 | 500 | 500 | 500 | 2'868'430 CHF | 2'878'430 CHF | 99.79% | 99.79% |
05.07.2024 | 0.35% | 5'703.16 CHF | 5'723.16 CHF | 500 | 500 | 500 | 500 | 2'861'800 CHF | 2'871'800 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 5'732.37 CHF | 5'752.37 CHF | 500 | 500 | 500 | 500 | 2'862'580 CHF | 2'872'580 CHF | 98.27% | 98.27% |
03.07.2024 | 0.35% | 5'725.94 CHF | 5'745.94 CHF | 500 | 500 | 500 | 500 | 2'861'090 CHF | 2'871'090 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 5'742.49 CHF | 5'762.49 CHF | 500 | 500 | 500 | 500 | 2'859'000 CHF | 2'869'000 CHF | 100.00% | 100.00% |