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 | 0.67% | 11'940.00 CHF | 12'020.00 CHF | 300 | 300 | 300 | 300 | 3'593'190 CHF | 3'617'190 CHF | 99.70% | 99.70% |
12.07.2024 | 0.67% | 11'980.00 CHF | 12'060.00 CHF | 300 | 300 | 300 | 300 | 3'588'160 CHF | 3'612'160 CHF | 99.99% | 99.99% |
11.07.2024 | 0.67% | 11'920.00 CHF | 12'000.00 CHF | 300 | 300 | 300 | 300 | 3'575'310 CHF | 3'599'310 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 11'870.00 CHF | 11'950.00 CHF | 300 | 300 | 300 | 300 | 3'549'930 CHF | 3'573'930 CHF | 100.00% | 100.00% |
09.07.2024 | 0.67% | 11'820.00 CHF | 11'900.00 CHF | 300 | 300 | 300 | 300 | 3'552'930 CHF | 3'576'930 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 11'820.00 CHF | 11'900.00 CHF | 300 | 300 | 300 | 300 | 3'545'480 CHF | 3'569'480 CHF | 100.00% | 100.00% |
05.07.2024 | 0.67% | 11'790.00 CHF | 11'870.00 CHF | 300 | 300 | 300 | 300 | 3'547'560 CHF | 3'571'560 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 11'830.00 CHF | 11'910.00 CHF | 300 | 300 | 300 | 300 | 3'544'280 CHF | 3'568'280 CHF | 99.46% | 99.46% |
03.07.2024 | 0.68% | 11'800.00 CHF | 11'880.00 CHF | 300 | 300 | 300 | 300 | 3'538'380 CHF | 3'562'380 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 11'780.00 CHF | 11'860.00 CHF | 300 | 300 | 300 | 300 | 3'524'510 CHF | 3'548'510 CHF | 99.99% | 99.99% |