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 | 0.26% | 161.47 CHF | 161.89 CHF | 750 | 750 | 750 | 750 | 120'945 CHF | 121'260 CHF | 100.00% | 100.00% |
12.07.2024 | 0.26% | 158.59 CHF | 159.00 CHF | 750 | 750 | 750 | 750 | 115'731 CHF | 116'037 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 151.98 CHF | 152.35 CHF | 750 | 750 | 750 | 750 | 111'494 CHF | 111'766 CHF | 100.00% | 100.00% |
10.07.2024 | 0.26% | 142.53 CHF | 142.89 CHF | 750 | 750 | 750 | 750 | 105'271 CHF | 105'541 CHF | 100.00% | 100.00% |
09.07.2024 | 0.25% | 142.31 CHF | 142.68 CHF | 750 | 750 | 750 | 750 | 110'147 CHF | 110'424 CHF | 100.00% | 100.00% |
08.07.2024 | 0.24% | 146.53 CHF | 146.88 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 145'840 CHF | 146'192 CHF | 100.00% | 100.00% |
05.07.2024 | 0.25% | 137.30 CHF | 137.66 CHF | 750 | 750 | 750 | 750 | 106'041 CHF | 106'311 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 140.53 CHF | 140.87 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 139'425 CHF | 139'769 CHF | 100.00% | 100.00% |
03.07.2024 | 0.25% | 133.84 CHF | 134.17 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 131'378 CHF | 131'704 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 126.71 CHF | 127.06 CHF | 1'000 | 1'000 | 850 | 850 | 104'988 CHF | 105'281 CHF | 99.70% | 99.70% |