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 | 0.25% | 20.47 CHF | 20.52 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 61'354 CHF | 61'510 CHF | 100.00% | 100.00% |
12.07.2024 | 0.25% | 20.46 CHF | 20.51 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 80'222 CHF | 80'423 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 19.88 CHF | 19.93 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 59'619 CHF | 59'774 CHF | 100.00% | 100.00% |
10.07.2024 | 0.25% | 20.19 CHF | 20.24 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 80'809 CHF | 81'009 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 19.55 CHF | 19.61 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 62'750 CHF | 62'915 CHF | 100.00% | 100.00% |
08.07.2024 | 0.25% | 22.26 CHF | 22.32 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 67'400 CHF | 67'568 CHF | 100.00% | 100.00% |
05.07.2024 | 0.24% | 22.64 CHF | 22.69 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 69'521 CHF | 69'689 CHF | 100.00% | 100.00% |
04.07.2024 | 0.25% | 22.22 CHF | 22.28 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 66'253 CHF | 66'420 CHF | 100.00% | 100.00% |
03.07.2024 | 0.23% | 22.26 CHF | 22.31 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 86'861 CHF | 87'065 CHF | 100.00% | 100.00% |
02.07.2024 | 0.28% | 19.57 CHF | 19.62 CHF | 4'000 | 4'000 | 3'402 | 3'402 | 65'072 CHF | 65'256 CHF | 100.00% | 100.00% |