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 | 0.48% | 52.10 CHF | 52.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 787'476 CHF | 791'226 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 52.40 CHF | 52.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 775'795 CHF | 779'545 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 51.35 CHF | 51.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 767'401 CHF | 771'151 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 50.80 CHF | 51.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 756'645 CHF | 760'395 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 50.35 CHF | 50.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 760'470 CHF | 764'220 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 50.75 CHF | 51.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 758'602 CHF | 762'352 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 50.35 CHF | 50.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 764'485 CHF | 768'235 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 50.55 CHF | 50.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 757'090 CHF | 760'840 CHF | 99.17% | 99.17% |
03.07.2024 | 0.50% | 50.30 CHF | 50.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 753'434 CHF | 757'184 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 49.80 CHF | 50.05 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 743'943 CHF | 747'693 CHF | 98.67% | 98.67% |