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 | 0.43% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'994 CHF | 69'291 CHF | 95.02% | 95.02% |
12.07.2024 | 0.44% | 2.81 CHF | 2.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'926 CHF | 69'227 CHF | 99.01% | 99.01% |
11.07.2024 | 0.45% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'379 CHF | 66'676 CHF | 99.05% | 99.05% |
10.07.2024 | 0.46% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'604 CHF | 64'901 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.65 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'549 CHF | 67'858 CHF | 100.00% | 100.00% |
08.07.2024 | 0.45% | 2.68 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'397 CHF | 67'700 CHF | 100.00% | 100.00% |
05.07.2024 | 0.45% | 2.63 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'901 CHF | 67'201 CHF | 98.81% | 98.81% |
04.07.2024 | 0.44% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'843 CHF | 67'136 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.58 CHF | 2.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'775 CHF | 67'082 CHF | 99.73% | 99.73% |
02.07.2024 | 0.46% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'327 CHF | 64'622 CHF | 99.65% | 99.65% |