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 | 0.12% | 2.34 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'441 CHF | 61'516 CHF | 96.86% | 96.86% |
12.07.2024 | 0.13% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'556 CHF | 56'631 CHF | 93.85% | 93.85% |
11.07.2024 | 0.12% | 2.31 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'457 CHF | 61'532 CHF | 96.15% | 96.15% |
10.07.2024 | 0.13% | 2.38 CHF | 2.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'448 CHF | 56'523 CHF | 96.72% | 96.72% |
09.07.2024 | 0.13% | 2.24 CHF | 2.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'257 CHF | 58'332 CHF | 98.88% | 98.88% |
08.07.2024 | 0.12% | 2.36 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'092 CHF | 60'167 CHF | 96.03% | 96.03% |
05.07.2024 | 0.13% | 2.32 CHF | 2.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'814 CHF | 58'889 CHF | 98.95% | 98.95% |
04.07.2024 | 0.13% | 2.25 CHF | 2.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'102 CHF | 57'177 CHF | 99.17% | 99.17% |
03.07.2024 | 0.13% | 2.27 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'432 CHF | 56'507 CHF | 92.23% | 92.23% |
02.07.2024 | 0.15% | 2.05 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'977 CHF | 49'052 CHF | 99.95% | 99.95% |