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 | 0.25% | 4.03 CHF | 4.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'449 CHF | 100'699 CHF | 99.90% | 99.90% |
24.07.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'052 CHF | 102'302 CHF | 100.00% | 100.00% |
23.07.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 98'544 CHF | 98'794 CHF | 100.00% | 100.00% |
22.07.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 97'263 CHF | 97'513 CHF | 100.00% | 100.00% |
19.07.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'565 CHF | 93'815 CHF | 99.51% | 99.51% |
18.07.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'624 CHF | 94'874 CHF | 97.89% | 97.89% |
17.07.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'209 CHF | 94'459 CHF | 99.76% | 99.76% |
16.07.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 95'501 CHF | 95'751 CHF | 99.98% | 99.98% |
15.07.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 94'796 CHF | 95'046 CHF | 100.00% | 100.00% |
12.07.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'600 CHF | 93'850 CHF | 97.75% | 97.75% |