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 | 0.44% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'615 CHF | 56'865 CHF | 100.00% | 100.00% |
12.07.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'718 CHF | 56'968 CHF | 98.99% | 98.99% |
11.07.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'818 CHF | 56'068 CHF | 99.21% | 99.21% |
10.07.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'756 CHF | 52'006 CHF | 99.81% | 99.81% |
09.07.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'151 CHF | 52'401 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'482 CHF | 51'732 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'475 CHF | 51'725 CHF | 100.00% | 100.00% |
04.07.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'268 CHF | 51'518 CHF | 100.00% | 100.00% |
03.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'054 CHF | 50'304 CHF | 99.51% | 99.51% |
02.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'493 CHF | 49'743 CHF | 99.97% | 99.97% |