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% | 105.10 CHF | 105.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'635'800 CHF | 2'648'300 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 104.30 CHF | 104.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'620'540 CHF | 2'633'040 CHF | 99.37% | 99.37% |
10.07.2024 | 0.49% | 103.30 CHF | 103.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'558'760 CHF | 2'571'260 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 102.20 CHF | 102.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'566'300 CHF | 2'578'800 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 102.30 CHF | 102.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'554'920 CHF | 2'567'420 CHF | 99.37% | 99.37% |
05.07.2024 | 0.49% | 101.60 CHF | 102.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'554'290 CHF | 2'566'790 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 102.30 CHF | 102.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'549'700 CHF | 2'562'200 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 101.10 CHF | 101.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'529'570 CHF | 2'542'070 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 101.20 CHF | 101.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'521'640 CHF | 2'534'140 CHF | 99.37% | 99.37% |
01.07.2024 | 0.49% | 101.50 CHF | 102.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'528'000 CHF | 2'540'500 CHF | 97.94% | 97.94% |