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 | 0.31% | 3.13 CHF | 3.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'532 CHF | 79'782 CHF | 100.00% | 100.00% |
12.07.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'654 CHF | 79'904 CHF | 99.69% | 99.69% |
11.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'392 CHF | 77'642 CHF | 86.34% | 86.34% |
10.07.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'859 CHF | 76'109 CHF | 96.07% | 96.07% |
09.07.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'567 CHF | 76'817 CHF | 99.67% | 99.67% |
08.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'102 CHF | 79'352 CHF | 99.85% | 99.85% |
05.07.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'792 CHF | 79'042 CHF | 100.00% | 100.00% |
04.07.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'776 CHF | 80'026 CHF | 100.00% | 100.00% |
03.07.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'047 CHF | 78'297 CHF | 99.25% | 99.25% |
02.07.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'038 CHF | 76'288 CHF | 99.66% | 99.66% |