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 | 0.62% | 96.20 CHF | 96.80 CHF | 8'000 | 8'000 | 7'943 | 7'943 | 772'472 CHF | 777'237 CHF | 100.00% | 100.00% |
12.07.2024 | 0.62% | 97.60 CHF | 98.20 CHF | 7'900 | 7'900 | 7'982 | 7'982 | 776'262 CHF | 781'051 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 97.00 CHF | 97.60 CHF | 8'000 | 8'000 | 8'005 | 8'005 | 774'184 CHF | 778'987 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 96.40 CHF | 97.00 CHF | 8'000 | 8'000 | 8'099 | 8'099 | 777'991 CHF | 782'850 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 95.80 CHF | 96.40 CHF | 8'100 | 8'100 | 8'023 | 8'023 | 772'248 CHF | 777'063 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 95.80 CHF | 96.40 CHF | 8'100 | 8'100 | 8'074 | 8'074 | 774'901 CHF | 779'745 CHF | 100.00% | 100.00% |
05.07.2024 | 0.62% | 95.60 CHF | 96.20 CHF | 8'100 | 8'100 | 8'089 | 8'089 | 776'963 CHF | 781'817 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 96.00 CHF | 96.60 CHF | 8'100 | 8'100 | 8'071 | 8'071 | 773'736 CHF | 778'579 CHF | 99.46% | 99.46% |
03.07.2024 | 0.63% | 95.80 CHF | 96.40 CHF | 8'100 | 8'100 | 8'100 | 8'100 | 773'442 CHF | 778'302 CHF | 99.99% | 99.99% |
02.07.2024 | 0.63% | 95.40 CHF | 96.00 CHF | 8'100 | 8'100 | 8'160 | 8'160 | 773'764 CHF | 778'660 CHF | 99.99% | 99.99% |