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 | 0.38% | 3.12 CHF | 3.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'332 CHF | 79'635 CHF | 95.21% | 95.21% |
12.07.2024 | 0.38% | 3.22 CHF | 3.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'266 CHF | 79'570 CHF | 99.01% | 99.01% |
11.07.2024 | 0.40% | 3.15 CHF | 3.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'691 CHF | 77'000 CHF | 99.09% | 99.09% |
10.07.2024 | 0.40% | 2.96 CHF | 2.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'942 CHF | 75'239 CHF | 100.00% | 100.00% |
09.07.2024 | 0.39% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'891 CHF | 78'192 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 3.10 CHF | 3.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'730 CHF | 78'026 CHF | 99.99% | 99.99% |
05.07.2024 | 0.39% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'236 CHF | 77'537 CHF | 98.81% | 98.81% |
04.07.2024 | 0.39% | 3.13 CHF | 3.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'154 CHF | 77'454 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.99 CHF | 3.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'087 CHF | 77'390 CHF | 99.73% | 99.73% |
02.07.2024 | 0.40% | 3.05 CHF | 3.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'647 CHF | 74'947 CHF | 98.52% | 98.52% |