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 | 0.54% | 27.70 CHF | 27.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 556'207 CHF | 559'207 CHF | 99.38% | 99.38% |
12.07.2024 | 0.54% | 27.75 CHF | 27.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 554'477 CHF | 557'477 CHF | 99.38% | 99.38% |
11.07.2024 | 0.54% | 27.55 CHF | 27.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 550'616 CHF | 553'616 CHF | 99.37% | 99.37% |
10.07.2024 | 0.55% | 27.30 CHF | 27.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 542'677 CHF | 545'677 CHF | 99.38% | 99.38% |
09.07.2024 | 0.56% | 26.95 CHF | 27.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 538'159 CHF | 541'159 CHF | 99.37% | 99.37% |
08.07.2024 | 0.55% | 27.15 CHF | 27.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 543'629 CHF | 546'629 CHF | 99.34% | 99.34% |
05.07.2024 | 0.55% | 27.05 CHF | 27.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 542'584 CHF | 545'584 CHF | 99.38% | 99.38% |
04.07.2024 | 0.55% | 27.25 CHF | 27.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 545'341 CHF | 548'341 CHF | 99.37% | 99.37% |
03.07.2024 | 0.55% | 27.20 CHF | 27.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 539'845 CHF | 542'845 CHF | 99.38% | 99.38% |
02.07.2024 | 0.56% | 26.75 CHF | 26.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 530'573 CHF | 533'573 CHF | 99.37% | 99.37% |