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 | 0.45% | 63.26 CHF | 63.54 CHF | 6'000 | 6'000 | 5'984 | 5'984 | 378'529 CHF | 380'247 CHF | 100.00% | 100.00% |
12.07.2024 | 0.45% | 63.26 CHF | 63.54 CHF | 6'000 | 6'000 | 6'025 | 6'025 | 381'021 CHF | 382'751 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 63.26 CHF | 63.54 CHF | 6'100 | 6'100 | 6'100 | 6'100 | 384'955 CHF | 386'706 CHF | 100.00% | 100.00% |
10.07.2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6'200 | 6'200 | 6'200 | 6'200 | 390'953 CHF | 392'733 CHF | 100.00% | 100.00% |
09.07.2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6'200 | 6'200 | 6'112 | 6'112 | 385'434 CHF | 387'189 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6'100 | 6'100 | 6'112 | 6'112 | 385'699 CHF | 387'454 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6'200 | 6'200 | 6'194 | 6'194 | 390'604 CHF | 392'382 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6'200 | 6'200 | 6'200 | 6'200 | 390'929 CHF | 392'708 CHF | 99.46% | 99.46% |
03.07.2024 | 0.45% | 63.06 CHF | 63.34 CHF | 6'300 | 6'300 | 6'305 | 6'305 | 397'572 CHF | 399'382 CHF | 100.00% | 100.00% |
02.07.2024 | 0.46% | 62.86 CHF | 63.14 CHF | 6'400 | 6'400 | 6'400 | 6'400 | 402'301 CHF | 404'138 CHF | 100.00% | 100.00% |