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 | 0.36% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'608 CHF | 68'858 CHF | 99.38% | 99.38% |
12.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'048 CHF | 70'298 CHF | 99.08% | 99.08% |
11.07.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'275 CHF | 69'525 CHF | 98.76% | 98.76% |
10.07.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'947 CHF | 67'197 CHF | 95.51% | 95.51% |
09.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'448 CHF | 66'698 CHF | 99.03% | 99.03% |
08.07.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'064 CHF | 67'314 CHF | 99.23% | 99.23% |
05.07.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'705 CHF | 67'955 CHF | 99.39% | 99.39% |
04.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'261 CHF | 67'511 CHF | 99.39% | 99.39% |
03.07.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'203 CHF | 66'453 CHF | 98.64% | 98.64% |
02.07.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'856 CHF | 66'106 CHF | 99.07% | 99.07% |