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 | 0.35% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'613 CHF | 143'113 CHF | 100.00% | 100.00% |
24.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'643 CHF | 141'143 CHF | 100.00% | 100.00% |
23.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'519 CHF | 140'019 CHF | 100.00% | 100.00% |
22.07.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'087 CHF | 140'587 CHF | 100.00% | 100.00% |
19.07.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'888 CHF | 141'388 CHF | 99.72% | 99.72% |
18.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'239 CHF | 142'739 CHF | 99.74% | 99.74% |
17.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'907 CHF | 141'407 CHF | 100.00% | 100.00% |
16.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'785 CHF | 139'285 CHF | 100.00% | 100.00% |
15.07.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'930 CHF | 140'430 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'189 CHF | 139'689 CHF | 99.98% | 99.98% |