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% | 2.88 CHF | 2.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'606 CHF | 74'856 CHF | 100.00% | 100.00% |
12.07.2024 | 0.36% | 2.98 CHF | 2.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'281 CHF | 70'531 CHF | 99.67% | 99.67% |
11.07.2024 | 0.33% | 2.85 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'690 CHF | 74'940 CHF | 99.34% | 99.34% |
10.07.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'329 CHF | 70'579 CHF | 96.08% | 96.08% |
09.07.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'897 CHF | 72'147 CHF | 99.65% | 99.65% |
08.07.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'582 CHF | 73'832 CHF | 99.84% | 99.84% |
05.07.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'325 CHF | 72'575 CHF | 100.00% | 100.00% |
04.07.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'858 CHF | 71'108 CHF | 100.00% | 100.00% |
03.07.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'367 CHF | 70'617 CHF | 99.23% | 99.23% |
02.07.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'649 CHF | 63'899 CHF | 99.66% | 99.66% |