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 | 0.69% | 4.16 CHF | 4.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 103'981 CHF | 104'698 CHF | 60.65% | 60.65% |
12.07.2024 | 0.69% | 4.17 CHF | 4.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 102'120 CHF | 102'823 CHF | 99.01% | 99.01% |
11.07.2024 | 0.73% | 4.05 CHF | 4.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'317 CHF | 101'054 CHF | 99.09% | 99.09% |
10.07.2024 | 0.76% | 3.91 CHF | 3.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 98'621 CHF | 99'371 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 3.91 CHF | 3.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 98'391 CHF | 99'141 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 3.98 CHF | 4.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'128 CHF | 100'874 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 3.95 CHF | 3.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 99'801 CHF | 100'481 CHF | 98.86% | 98.86% |
04.07.2024 | 0.76% | 3.89 CHF | 3.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 97'775 CHF | 98'520 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 3.82 CHF | 3.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 95'158 CHF | 95'878 CHF | 99.82% | 99.82% |
02.07.2024 | 0.75% | 3.61 CHF | 3.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 89'449 CHF | 90'122 CHF | 100.00% | 100.00% |