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 | 0.35% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'368 CHF | 71'618 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.98 CHF | 2.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'230 CHF | 70'480 CHF | 99.69% | 99.69% |
11.07.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'498 CHF | 72'748 CHF | 99.33% | 99.33% |
10.07.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'956 CHF | 69'206 CHF | 96.10% | 96.10% |
09.07.2024 | 0.36% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'150 CHF | 70'400 CHF | 99.65% | 99.65% |
08.07.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'632 CHF | 71'882 CHF | 99.85% | 99.85% |
05.07.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'620 CHF | 71'870 CHF | 100.00% | 100.00% |
04.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'348 CHF | 66'598 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'777 CHF | 65'027 CHF | 99.25% | 99.25% |
02.07.2024 | 0.45% | 2.35 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'196 CHF | 55'446 CHF | 99.64% | 99.64% |