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 | 0.40% | 2.95 CHF | 2.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'185 CHF | 75'483 CHF | 95.23% | 95.23% |
12.07.2024 | 0.39% | 3.06 CHF | 3.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'115 CHF | 75'411 CHF | 99.01% | 99.01% |
11.07.2024 | 0.40% | 2.98 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'551 CHF | 72'844 CHF | 99.08% | 99.08% |
10.07.2024 | 0.44% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'795 CHF | 71'104 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 2.90 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'743 CHF | 74'038 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'579 CHF | 73'884 CHF | 100.00% | 100.00% |
05.07.2024 | 0.42% | 2.88 CHF | 2.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'094 CHF | 73'404 CHF | 98.64% | 98.64% |
04.07.2024 | 0.41% | 2.96 CHF | 2.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'003 CHF | 73'305 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.83 CHF | 2.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'936 CHF | 73'232 CHF | 99.73% | 99.73% |
02.07.2024 | 0.41% | 2.89 CHF | 2.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'524 CHF | 70'814 CHF | 99.66% | 99.66% |