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 | 0.48% | 225.30 CHF | 226.40 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 568'038 CHF | 456'599 CHF | 99.38% | 99.38% |
12.07.2024 | 0.48% | 229.20 CHF | 230.30 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 568'128 CHF | 456'703 CHF | 90.88% | 90.88% |
11.07.2024 | 0.49% | 225.20 CHF | 226.30 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 559'924 CHF | 450'139 CHF | 99.38% | 99.38% |
10.07.2024 | 0.49% | 224.20 CHF | 225.30 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 558'522 CHF | 449'017 CHF | 99.35% | 99.35% |
09.07.2024 | 0.49% | 225.00 CHF | 226.10 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 563'271 CHF | 452'817 CHF | 67.72% | 67.72% |
08.07.2024 | 0.49% | 225.00 CHF | 226.10 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 563'978 CHF | 453'383 CHF | 99.37% | 99.37% |
05.07.2024 | 0.48% | 225.30 CHF | 226.40 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 566'537 CHF | 455'430 CHF | 99.07% | 99.07% |
04.07.2024 | 0.49% | 226.30 CHF | 227.40 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 562'989 CHF | 452'591 CHF | 98.56% | 98.56% |
03.07.2024 | 0.49% | 224.70 CHF | 225.80 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 561'781 CHF | 451'625 CHF | 99.33% | 99.33% |
02.07.2024 | 0.49% | 223.80 CHF | 224.90 CHF | 2'500 | 2'000 | 2'500 | 2'000 | 555'752 CHF | 446'801 CHF | 99.37% | 99.37% |