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 | 0.15% | 49.32 CHF | 49.39 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'162'620 CHF | 2'165'770 CHF | 100.00% | 100.00% |
12.07.2024 | 0.15% | 48.26 CHF | 48.33 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'095'730 CHF | 2'098'880 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 48.06 CHF | 48.14 CHF | 45'000 | 45'000 | 44'901 | 44'901 | 2'265'150 CHF | 2'268'740 CHF | 100.00% | 100.00% |
10.07.2024 | 0.16% | 49.40 CHF | 49.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'224'440 CHF | 2'228'040 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 49.10 CHF | 49.18 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'221'580 CHF | 2'225'180 CHF | 100.00% | 100.00% |
08.07.2024 | 0.15% | 48.32 CHF | 48.39 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'165'920 CHF | 2'169'070 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 47.79 CHF | 47.86 CHF | 45'000 | 45'000 | 44'897 | 44'897 | 2'103'180 CHF | 2'106'330 CHF | 100.00% | 100.00% |
04.07.2024 | 0.15% | 46.34 CHF | 46.41 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 2'092'310 CHF | 2'095'460 CHF | 97.80% | 97.80% |
03.07.2024 | 0.16% | 45.87 CHF | 45.94 CHF | 50'000 | 50'000 | 49'886 | 49'886 | 2'257'780 CHF | 2'261'280 CHF | 98.19% | 98.19% |
02.07.2024 | 0.16% | 43.99 CHF | 44.06 CHF | 50'000 | 50'000 | 49'967 | 49'967 | 2'141'790 CHF | 2'145'290 CHF | 98.32% | 98.32% |