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 | 0.34% | 2.91 CHF | 2.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'659 CHF | 44'809 CHF | 99.39% | 99.39% |
12.07.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'275 CHF | 48'425 CHF | 99.07% | 99.07% |
11.07.2024 | 0.31% | 3.49 CHF | 3.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'634 CHF | 48'784 CHF | 85.72% | 85.72% |
10.07.2024 | 0.34% | 2.77 CHF | 2.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'241 CHF | 44'391 CHF | 95.49% | 95.49% |
09.07.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'046 CHF | 46'196 CHF | 99.05% | 99.05% |
08.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 48'686 CHF | 48'836 CHF | 66.80% | 66.80% |
05.07.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 51'992 CHF | 52'142 CHF | 99.38% | 99.38% |
04.07.2024 | 0.24% | 3.96 CHF | 3.97 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 61'474 CHF | 61'624 CHF | 91.90% | 91.90% |
03.07.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 80'983 CHF | 81'133 CHF | 98.64% | 98.64% |
02.07.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 88'189 CHF | 88'339 CHF | 99.04% | 99.04% |