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 | 0.43% | 94.20 CHF | 94.60 CHF | 7'900 | 7'900 | 7'982 | 7'982 | 747'898 CHF | 751'090 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 93.20 CHF | 93.60 CHF | 8'000 | 8'000 | 8'005 | 8'005 | 744'408 CHF | 747'610 CHF | 100.00% | 100.00% |
10.07.2024 | 0.43% | 92.80 CHF | 93.20 CHF | 8'000 | 8'000 | 8'099 | 8'099 | 748'868 CHF | 752'108 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 92.40 CHF | 92.80 CHF | 8'100 | 8'100 | 8'023 | 8'023 | 744'442 CHF | 747'653 CHF | 100.00% | 100.00% |
08.07.2024 | 0.43% | 92.40 CHF | 92.80 CHF | 8'100 | 8'100 | 8'074 | 8'074 | 746'962 CHF | 750'191 CHF | 100.00% | 100.00% |
05.07.2024 | 0.43% | 92.20 CHF | 92.60 CHF | 8'100 | 8'100 | 8'089 | 8'089 | 748'209 CHF | 751'445 CHF | 100.00% | 100.00% |
04.07.2024 | 0.43% | 92.60 CHF | 93.00 CHF | 8'100 | 8'100 | 8'071 | 8'071 | 747'117 CHF | 750'345 CHF | 99.45% | 99.45% |
03.07.2024 | 0.43% | 92.40 CHF | 92.80 CHF | 8'100 | 8'100 | 8'100 | 8'100 | 746'255 CHF | 749'495 CHF | 99.99% | 99.99% |
02.07.2024 | 0.44% | 92.20 CHF | 92.60 CHF | 8'100 | 8'100 | 8'160 | 8'160 | 746'456 CHF | 749'720 CHF | 100.00% | 100.00% |
01.07.2024 | 0.43% | 91.60 CHF | 92.00 CHF | 8'200 | 8'200 | 8'113 | 8'113 | 744'581 CHF | 747'826 CHF | 89.13% | 89.13% |