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% | 3.06 CHF | 3.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'733 CHF | 78'043 CHF | 95.19% | 95.19% |
12.07.2024 | 0.38% | 3.16 CHF | 3.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'661 CHF | 77'955 CHF | 99.01% | 99.01% |
11.07.2024 | 0.40% | 3.09 CHF | 3.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'119 CHF | 75'419 CHF | 98.67% | 98.67% |
10.07.2024 | 0.40% | 2.90 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'354 CHF | 73'651 CHF | 100.00% | 100.00% |
09.07.2024 | 0.40% | 3.00 CHF | 3.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'288 CHF | 76'596 CHF | 100.00% | 100.00% |
08.07.2024 | 0.40% | 3.03 CHF | 3.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'134 CHF | 76'437 CHF | 100.00% | 100.00% |
05.07.2024 | 0.39% | 2.98 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'651 CHF | 75'946 CHF | 98.81% | 98.81% |
04.07.2024 | 0.40% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'576 CHF | 75'876 CHF | 100.00% | 100.00% |
03.07.2024 | 0.40% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'513 CHF | 75'817 CHF | 99.73% | 99.73% |
02.07.2024 | 0.41% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'062 CHF | 73'358 CHF | 99.53% | 99.53% |