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% | 52.05 CHF | 52.30 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'048'010 CHF | 789'757 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 52.30 CHF | 52.55 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'032'450 CHF | 778'086 CHF | 99.38% | 99.38% |
11.07.2024 | 0.49% | 51.25 CHF | 51.50 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'021'250 CHF | 769'689 CHF | 99.35% | 99.35% |
10.07.2024 | 0.50% | 50.75 CHF | 51.00 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'006'780 CHF | 758'838 CHF | 99.38% | 99.38% |
09.07.2024 | 0.49% | 50.30 CHF | 50.55 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'011'790 CHF | 762'595 CHF | 99.37% | 99.37% |
08.07.2024 | 0.49% | 50.60 CHF | 50.85 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'009'290 CHF | 760'717 CHF | 99.35% | 99.35% |
05.07.2024 | 0.49% | 50.25 CHF | 50.50 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'017'210 CHF | 766'659 CHF | 99.34% | 99.34% |
04.07.2024 | 0.49% | 50.95 CHF | 51.20 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'017'370 CHF | 766'774 CHF | 99.17% | 99.17% |
03.07.2024 | 0.49% | 50.70 CHF | 50.95 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 1'012'290 CHF | 762'968 CHF | 99.17% | 99.17% |
02.07.2024 | 0.50% | 50.15 CHF | 50.40 CHF | 20'000 | 15'000 | 20'000 | 15'000 | 999'482 CHF | 753'362 CHF | 98.66% | 98.66% |