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 | 0.39% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'586 CHF | 63'836 CHF | 100.00% | 100.00% |
12.07.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'583 CHF | 63'833 CHF | 98.41% | 98.41% |
11.07.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'273 CHF | 62'523 CHF | 99.88% | 99.88% |
10.07.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'956 CHF | 63'206 CHF | 99.79% | 99.79% |
09.07.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'855 CHF | 66'105 CHF | 100.00% | 100.00% |
08.07.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'924 CHF | 65'174 CHF | 98.97% | 98.97% |
05.07.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'224 CHF | 65'474 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'785 CHF | 63'035 CHF | 98.15% | 98.15% |
03.07.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'584 CHF | 61'834 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'125 CHF | 52'375 CHF | 100.00% | 100.00% |