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 | 0.41% | 2.41 CHF | 2.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'143 CHF | 60'393 CHF | 100.00% | 100.00% |
12.07.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'557 CHF | 58'807 CHF | 99.67% | 99.67% |
11.07.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'748 CHF | 57'998 CHF | 86.34% | 86.34% |
10.07.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'347 CHF | 59'597 CHF | 96.10% | 96.10% |
09.07.2024 | 0.41% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'545 CHF | 61'795 CHF | 99.66% | 99.66% |
08.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'456 CHF | 67'706 CHF | 99.85% | 99.85% |
05.07.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'077 CHF | 70'327 CHF | 99.99% | 99.99% |
04.07.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'004 CHF | 66'254 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'668 CHF | 64'918 CHF | 99.25% | 99.25% |
02.07.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'936 CHF | 54'186 CHF | 99.68% | 99.68% |