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 | 0.47% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'106 | 25'000 | 64'095 CHF | 64'135 CHF | 95.22% | 95.22% |
12.07.2024 | 0.48% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'766 CHF | 64'070 CHF | 99.01% | 99.01% |
11.07.2024 | 0.49% | 2.53 CHF | 2.54 CHF | 25'000 | 25'000 | 29'232 | 25'000 | 71'547 CHF | 61'534 CHF | 99.09% | 99.09% |
10.07.2024 | 0.50% | 2.34 CHF | 2.36 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'330 CHF | 59'739 CHF | 100.00% | 100.00% |
09.07.2024 | 0.48% | 2.45 CHF | 2.46 CHF | 30'000 | 25'000 | 27'250 | 25'000 | 67'936 CHF | 62'692 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 2.48 CHF | 2.49 CHF | 30'000 | 25'000 | 27'952 | 25'000 | 69'539 CHF | 62'540 CHF | 99.97% | 99.97% |
05.07.2024 | 0.49% | 2.43 CHF | 2.44 CHF | 30'000 | 25'000 | 29'338 | 25'000 | 72'448 CHF | 62'058 CHF | 98.58% | 98.58% |
04.07.2024 | 0.49% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 29'694 | 25'000 | 73'244 CHF | 61'974 CHF | 100.00% | 100.00% |
03.07.2024 | 0.48% | 2.37 CHF | 2.39 CHF | 30'000 | 25'000 | 27'705 | 25'000 | 68'189 CHF | 61'918 CHF | 99.73% | 99.73% |
02.07.2024 | 0.50% | 2.43 CHF | 2.45 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'025 CHF | 59'487 CHF | 100.00% | 100.00% |