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 | 0.39% | 2.54 CHF | 2.55 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 216'077 CHF | 216'927 CHF | 100.00% | 100.00% |
12.07.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 223'134 CHF | 223'984 CHF | 98.98% | 98.98% |
11.07.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 227'460 CHF | 228'310 CHF | 97.66% | 97.66% |
10.07.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 235'616 CHF | 236'466 CHF | 99.81% | 99.81% |
09.07.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 238'040 CHF | 238'890 CHF | 100.00% | 100.00% |
08.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 241'149 CHF | 241'999 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 238'310 CHF | 239'160 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 243'705 CHF | 244'555 CHF | 100.00% | 100.00% |
03.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 235'237 CHF | 236'087 CHF | 99.51% | 99.51% |
02.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 85'000 | 85'000 | 85'000 | 85'000 | 233'940 CHF | 234'790 CHF | 100.00% | 100.00% |