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 | 0.25% | 4.06 CHF | 4.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 81'172 CHF | 81'372 CHF | 99.39% | 99.39% |
12.07.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 80'325 CHF | 80'525 CHF | 99.08% | 99.08% |
11.07.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 80'691 CHF | 80'891 CHF | 85.73% | 85.73% |
10.07.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'547 CHF | 78'747 CHF | 95.48% | 95.48% |
09.07.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'197 CHF | 78'397 CHF | 99.05% | 99.05% |
08.07.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 76'321 CHF | 76'521 CHF | 99.24% | 99.24% |
05.07.2024 | 0.27% | 3.57 CHF | 3.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 72'877 CHF | 73'077 CHF | 99.39% | 99.39% |
04.07.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'148 CHF | 73'348 CHF | 99.39% | 99.39% |
03.07.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 72'231 CHF | 72'431 CHF | 98.64% | 98.64% |
02.07.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 72'534 CHF | 72'734 CHF | 99.02% | 99.02% |