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 | 0.37% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'948 CHF | 68'198 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'115 CHF | 69'365 CHF | 99.69% | 99.69% |
11.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'720 CHF | 66'970 CHF | 99.37% | 99.37% |
10.07.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'040 CHF | 70'290 CHF | 96.10% | 96.10% |
09.07.2024 | 0.36% | 2.92 CHF | 2.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'842 CHF | 69'092 CHF | 99.66% | 99.66% |
08.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'289 CHF | 67'539 CHF | 99.85% | 99.85% |
05.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'657 CHF | 67'907 CHF | 100.00% | 100.00% |
04.07.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'988 CHF | 73'238 CHF | 100.00% | 100.00% |
03.07.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'532 CHF | 74'782 CHF | 99.25% | 99.25% |
02.07.2024 | 0.30% | 3.21 CHF | 3.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 83'772 CHF | 84'022 CHF | 99.64% | 99.64% |