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 | 0.51% | 93.60 CHF | 94.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'373'870 CHF | 2'385'930 CHF | 99.38% | 99.38% |
12.07.2024 | 0.51% | 95.55 CHF | 96.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'372'700 CHF | 2'384'810 CHF | 90.88% | 90.88% |
11.07.2024 | 0.48% | 94.30 CHF | 94.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'348'500 CHF | 2'359'750 CHF | 99.35% | 99.35% |
10.07.2024 | 0.48% | 93.70 CHF | 94.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'332'600 CHF | 2'343'850 CHF | 99.36% | 99.36% |
09.07.2024 | 0.48% | 93.20 CHF | 93.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'343'600 CHF | 2'354'850 CHF | 67.72% | 67.72% |
08.07.2024 | 0.48% | 93.20 CHF | 93.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'335'050 CHF | 2'346'300 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 92.85 CHF | 93.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'334'770 CHF | 2'346'020 CHF | 99.07% | 99.07% |
04.07.2024 | 0.48% | 93.55 CHF | 94.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'337'610 CHF | 2'348'860 CHF | 98.56% | 98.56% |
03.07.2024 | 0.48% | 93.30 CHF | 93.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'324'060 CHF | 2'335'310 CHF | 99.34% | 99.34% |
02.07.2024 | 0.49% | 93.00 CHF | 93.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'303'670 CHF | 2'314'890 CHF | 99.35% | 99.35% |