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 | 0.28% | 3.54 CHF | 3.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 88'512 CHF | 88'762 CHF | 100.00% | 100.00% |
12.07.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'283 CHF | 89'533 CHF | 99.77% | 99.77% |
11.07.2024 | 0.27% | 3.56 CHF | 3.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'887 CHF | 91'137 CHF | 100.00% | 100.00% |
10.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'817 CHF | 92'067 CHF | 94.71% | 94.71% |
09.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'430 CHF | 91'680 CHF | 99.67% | 99.67% |
08.07.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'055 CHF | 91'305 CHF | 100.00% | 100.00% |
05.07.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'240 CHF | 91'490 CHF | 100.00% | 100.00% |
04.07.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'720 CHF | 91'970 CHF | 100.00% | 100.00% |
03.07.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'371 CHF | 92'621 CHF | 99.33% | 99.33% |
02.07.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'432 CHF | 92'682 CHF | 99.62% | 99.62% |