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 | 0.46% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'534 CHF | 54'784 CHF | 100.00% | 100.00% |
12.07.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'690 CHF | 54'940 CHF | 99.69% | 99.69% |
11.07.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'516 CHF | 52'766 CHF | 99.14% | 99.14% |
10.07.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'975 CHF | 51'225 CHF | 96.08% | 96.08% |
09.07.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'709 CHF | 51'959 CHF | 99.66% | 99.66% |
08.07.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'263 CHF | 54'513 CHF | 99.85% | 99.85% |
05.07.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'932 CHF | 54'182 CHF | 100.00% | 100.00% |
04.07.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'908 CHF | 55'158 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'201 CHF | 53'451 CHF | 99.25% | 99.25% |
02.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'271 CHF | 51'521 CHF | 99.66% | 99.66% |