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 | 0.16% | 1.90 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'334 CHF | 48'409 CHF | 93.51% | 93.51% |
12.07.2024 | 0.15% | 2.11 CHF | 2.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'610 CHF | 51'685 CHF | 100.00% | 100.00% |
11.07.2024 | 0.16% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'874 CHF | 47'949 CHF | 99.90% | 99.90% |
10.07.2024 | 0.17% | 1.84 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'461 CHF | 44'536 CHF | 100.00% | 100.00% |
09.07.2024 | 0.17% | 1.72 CHF | 1.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'590 CHF | 44'665 CHF | 99.99% | 99.99% |
08.07.2024 | 0.16% | 1.82 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'255 CHF | 48'330 CHF | 100.00% | 100.00% |
05.07.2024 | 0.15% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'560 CHF | 51'635 CHF | 98.95% | 98.95% |
04.07.2024 | 0.15% | 2.06 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'041 CHF | 51'116 CHF | 99.17% | 99.17% |
03.07.2024 | 0.15% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'045 CHF | 51'120 CHF | 100.00% | 100.00% |
02.07.2024 | 0.16% | 1.94 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'205 CHF | 48'280 CHF | 99.98% | 99.98% |