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 | 0.37% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'588 CHF | 67'838 CHF | 99.99% | 99.99% |
12.07.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'253 CHF | 69'503 CHF | 99.68% | 99.68% |
11.07.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'987 CHF | 70'237 CHF | 99.41% | 99.41% |
10.07.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'210 CHF | 68'460 CHF | 96.11% | 96.11% |
09.07.2024 | 0.38% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'037 CHF | 66'287 CHF | 99.67% | 99.67% |
08.07.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'129 CHF | 60'379 CHF | 99.85% | 99.85% |
05.07.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'919 CHF | 58'169 CHF | 100.00% | 100.00% |
04.07.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'046 CHF | 62'296 CHF | 100.00% | 100.00% |
03.07.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'375 CHF | 63'625 CHF | 99.25% | 99.25% |
02.07.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'757 CHF | 74'007 CHF | 99.67% | 99.67% |