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 | 0.20% | 25.05 CHF | 25.10 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 620'615 CHF | 621'854 CHF | 100.00% | 100.00% |
12.07.2024 | 0.20% | 24.75 CHF | 24.80 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 610'377 CHF | 611'616 CHF | 100.00% | 100.00% |
11.07.2024 | 0.21% | 24.40 CHF | 24.45 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 604'060 CHF | 605'299 CHF | 99.56% | 99.56% |
10.07.2024 | 0.21% | 24.20 CHF | 24.25 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 592'382 CHF | 593'621 CHF | 100.00% | 100.00% |
09.07.2024 | 0.21% | 23.70 CHF | 23.75 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 588'865 CHF | 590'103 CHF | 99.61% | 99.61% |
08.07.2024 | 0.21% | 23.60 CHF | 23.65 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 584'309 CHF | 585'549 CHF | 100.00% | 100.00% |
05.07.2024 | 0.21% | 23.60 CHF | 23.65 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 588'388 CHF | 589'627 CHF | 100.00% | 100.00% |
04.07.2024 | 0.22% | 23.55 CHF | 23.60 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 580'725 CHF | 581'965 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 23.85 CHF | 23.90 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 593'194 CHF | 594'431 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 24.10 CHF | 24.15 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 595'280 CHF | 596'519 CHF | 99.97% | 99.97% |