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 | 0.33% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'806 CHF | 76'056 CHF | 99.39% | 99.39% |
12.07.2024 | 0.37% | 2.88 CHF | 2.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'350 CHF | 68'600 CHF | 98.98% | 98.98% |
11.07.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'340 CHF | 65'590 CHF | 81.54% | 81.54% |
10.07.2024 | 0.36% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'576 CHF | 69'826 CHF | 95.47% | 95.47% |
09.07.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'375 CHF | 72'625 CHF | 99.06% | 99.06% |
08.07.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'254 CHF | 72'504 CHF | 99.24% | 99.24% |
05.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'801 CHF | 70'051 CHF | 99.39% | 99.39% |
04.07.2024 | 0.35% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'490 CHF | 71'740 CHF | 98.82% | 98.82% |
03.07.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'505 CHF | 78'755 CHF | 95.58% | 95.58% |
02.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'371 CHF | 76'621 CHF | 99.06% | 99.06% |