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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.22% | 63.57 CHF | 63.71 CHF | 15'000 | 15'000 | 14'900 | 14'900 | 926'071 CHF | 928'075 CHF | 100.00% | 100.00% |
24.07.2024 | 0.21% | 66.56 CHF | 66.70 CHF | 15'000 | 15'000 | 14'934 | 14'934 | 1'002'530 CHF | 1'004'630 CHF | 100.00% | 100.00% |
23.07.2024 | 0.20% | 70.23 CHF | 70.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'058'420 CHF | 1'060'520 CHF | 100.00% | 100.00% |
22.07.2024 | 0.20% | 69.77 CHF | 69.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'032'320 CHF | 1'034'420 CHF | 100.00% | 100.00% |
19.07.2024 | 0.21% | 65.41 CHF | 65.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 995'425 CHF | 997'525 CHF | 100.00% | 100.00% |
18.07.2024 | 0.20% | 68.19 CHF | 68.33 CHF | 15'000 | 15'000 | 14'901 | 14'901 | 1'034'200 CHF | 1'036'300 CHF | 100.00% | 100.00% |
17.07.2024 | 0.21% | 69.19 CHF | 69.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'046'980 CHF | 1'049'230 CHF | 99.75% | 99.75% |
16.07.2024 | 0.21% | 73.10 CHF | 73.25 CHF | 15'000 | 15'000 | 14'967 | 14'967 | 1'094'610 CHF | 1'096'860 CHF | 100.00% | 100.00% |
15.07.2024 | 0.21% | 75.63 CHF | 75.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'155'650 CHF | 1'158'050 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 79.30 CHF | 79.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 1'150'180 CHF | 1'152'500 CHF | 100.00% | 100.00% |