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 | 0.51% | 2.29 CHF | 2.30 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'361 CHF | 58'934 CHF | 95.13% | 95.13% |
12.07.2024 | 0.50% | 2.39 CHF | 2.41 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'285 CHF | 58'865 CHF | 99.01% | 99.01% |
11.07.2024 | 0.53% | 2.32 CHF | 2.34 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'241 CHF | 56'331 CHF | 99.08% | 99.08% |
10.07.2024 | 0.56% | 2.14 CHF | 2.15 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'087 CHF | 54'545 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 2.24 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'630 CHF | 57'493 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 2.27 CHF | 2.28 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'447 CHF | 57'341 CHF | 99.89% | 99.89% |
05.07.2024 | 0.53% | 2.22 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'865 CHF | 56'858 CHF | 98.81% | 98.81% |
04.07.2024 | 0.53% | 2.30 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'803 CHF | 56'805 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 2.17 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 67'723 CHF | 56'732 CHF | 99.73% | 99.73% |
02.07.2024 | 0.55% | 2.23 CHF | 2.24 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'784 CHF | 54'286 CHF | 99.99% | 99.99% |