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 | 0.47% | 106.90 CHF | 107.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'680'550 CHF | 2'693'050 CHF | 90.88% | 90.88% |
11.07.2024 | 0.47% | 106.00 CHF | 106.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'664'060 CHF | 2'676'560 CHF | 99.38% | 99.38% |
10.07.2024 | 0.48% | 104.90 CHF | 105.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'598'810 CHF | 2'611'310 CHF | 99.35% | 99.35% |
09.07.2024 | 0.48% | 103.80 CHF | 104.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'606'200 CHF | 2'618'700 CHF | 67.73% | 67.73% |
08.07.2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'594'270 CHF | 2'606'770 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 103.10 CHF | 103.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'593'170 CHF | 2'605'670 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'588'580 CHF | 2'601'080 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 102.50 CHF | 103.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'566'650 CHF | 2'579'150 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 102.70 CHF | 103.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'557'060 CHF | 2'569'560 CHF | 99.37% | 99.37% |
01.07.2024 | 0.49% | 103.00 CHF | 103.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'564'030 CHF | 2'576'530 CHF | 97.94% | 97.94% |