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 | 0.45% | 2.59 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'185 CHF | 66'483 CHF | 95.21% | 95.21% |
12.07.2024 | 0.45% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'115 CHF | 66'411 CHF | 99.01% | 99.01% |
11.07.2024 | 0.46% | 2.62 CHF | 2.64 CHF | 25'000 | 25'000 | 25'555 | 25'000 | 64'928 CHF | 63'841 CHF | 99.05% | 99.05% |
10.07.2024 | 0.50% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 29'043 | 25'000 | 71'730 CHF | 62'090 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'723 CHF | 65'020 CHF | 100.00% | 100.00% |
08.07.2024 | 0.47% | 2.57 CHF | 2.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'577 CHF | 64'882 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'030 | 25'000 | 64'166 CHF | 64'398 CHF | 98.81% | 98.81% |
04.07.2024 | 0.47% | 2.60 CHF | 2.62 CHF | 25'000 | 25'000 | 25'006 | 25'000 | 64'017 CHF | 64'305 CHF | 100.00% | 100.00% |
03.07.2024 | 0.46% | 2.47 CHF | 2.48 CHF | 30'000 | 25'000 | 25'906 | 25'000 | 66'173 CHF | 64'247 CHF | 99.73% | 99.73% |
02.07.2024 | 0.47% | 2.53 CHF | 2.54 CHF | 25'000 | 25'000 | 28'956 | 25'000 | 71'195 CHF | 61'810 CHF | 100.00% | 100.00% |