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 | 0.49% | 30.45 CHF | 30.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 610'872 CHF | 613'872 CHF | 99.38% | 99.38% |
12.07.2024 | 0.49% | 30.90 CHF | 31.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 613'308 CHF | 616'308 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 30.70 CHF | 30.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 605'444 CHF | 608'444 CHF | 99.37% | 99.37% |
10.07.2024 | 0.50% | 30.00 CHF | 30.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 600'125 CHF | 603'125 CHF | 99.38% | 99.38% |
09.07.2024 | 0.50% | 29.45 CHF | 29.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 594'920 CHF | 597'920 CHF | 99.38% | 99.38% |
08.07.2024 | 0.49% | 30.55 CHF | 30.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 614'792 CHF | 617'792 CHF | 99.36% | 99.36% |
05.07.2024 | 0.47% | 31.25 CHF | 31.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 630'904 CHF | 633'904 CHF | 99.35% | 99.35% |
04.07.2024 | 0.48% | 31.45 CHF | 31.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 628'753 CHF | 631'753 CHF | 99.17% | 99.17% |
03.07.2024 | 0.48% | 31.40 CHF | 31.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 625'776 CHF | 628'776 CHF | 99.17% | 99.17% |
02.07.2024 | 0.49% | 30.75 CHF | 30.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 610'080 CHF | 613'080 CHF | 98.67% | 98.67% |