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 | 0.42% | 2.81 CHF | 2.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'543 CHF | 71'846 CHF | 95.22% | 95.22% |
12.07.2024 | 0.47% | 2.91 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'455 CHF | 71'788 CHF | 99.01% | 99.01% |
11.07.2024 | 0.45% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'923 CHF | 69'232 CHF | 99.08% | 99.08% |
10.07.2024 | 0.44% | 2.65 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'182 CHF | 67'475 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'114 CHF | 70'406 CHF | 100.00% | 100.00% |
08.07.2024 | 0.41% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'950 CHF | 70'240 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'445 CHF | 69'787 CHF | 98.81% | 98.81% |
04.07.2024 | 0.43% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'376 CHF | 69'674 CHF | 100.00% | 100.00% |
03.07.2024 | 0.44% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'317 CHF | 69'624 CHF | 99.73% | 99.73% |
02.07.2024 | 0.47% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'875 CHF | 67'187 CHF | 99.95% | 99.95% |