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% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'411 CHF | 62'661 CHF | 99.38% | 99.38% |
12.07.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'235 CHF | 62'485 CHF | 99.09% | 99.09% |
11.07.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'387 CHF | 60'637 CHF | 98.68% | 98.68% |
10.07.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'774 CHF | 61'024 CHF | 95.47% | 95.47% |
09.07.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'719 CHF | 62'969 CHF | 99.05% | 99.05% |
08.07.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'406 CHF | 62'656 CHF | 99.22% | 99.22% |
05.07.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'020 CHF | 63'270 CHF | 99.39% | 99.39% |
04.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'529 CHF | 62'779 CHF | 99.39% | 99.39% |
03.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'165 CHF | 62'415 CHF | 98.64% | 98.64% |
02.07.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'662 CHF | 63'912 CHF | 99.07% | 99.07% |