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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.30% | 40.76 CHF | 40.88 CHF | 10'000 | 10'000 | 9'952 | 9'952 | 401'741 CHF | 402'936 CHF | 100.00% | 100.00% |
24.07.2024 | 0.31% | 42.22 CHF | 42.35 CHF | 10'000 | 10'000 | 9'978 | 9'978 | 422'386 CHF | 423'684 CHF | 100.00% | 100.00% |
23.07.2024 | 0.30% | 43.31 CHF | 43.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 435'258 CHF | 436'558 CHF | 100.00% | 100.00% |
22.07.2024 | 0.28% | 43.79 CHF | 43.91 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 434'148 CHF | 435'348 CHF | 100.00% | 100.00% |
19.07.2024 | 0.28% | 41.88 CHF | 42.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 422'966 CHF | 424'167 CHF | 100.00% | 100.00% |
18.07.2024 | 0.30% | 43.27 CHF | 43.40 CHF | 10'000 | 10'000 | 9'979 | 9'979 | 433'789 CHF | 435'086 CHF | 100.00% | 100.00% |
17.07.2024 | 0.30% | 44.24 CHF | 44.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 437'828 CHF | 439'128 CHF | 99.80% | 99.80% |
16.07.2024 | 0.30% | 43.36 CHF | 43.49 CHF | 10'000 | 10'000 | 9'999 | 10'000 | 427'393 CHF | 428'724 CHF | 100.00% | 100.00% |
15.07.2024 | 0.29% | 43.71 CHF | 43.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 448'223 CHF | 449'523 CHF | 100.00% | 100.00% |
12.07.2024 | 0.29% | 44.96 CHF | 45.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 442'936 CHF | 444'236 CHF | 100.00% | 100.00% |