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% | 25.40 CHF | 25.45 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 249'577 CHF | 250'073 CHF | 99.98% | 99.98% |
12.07.2024 | 0.20% | 25.15 CHF | 25.20 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 246'296 CHF | 246'792 CHF | 100.00% | 100.00% |
11.07.2024 | 0.20% | 24.95 CHF | 25.00 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 249'518 CHF | 250'014 CHF | 99.99% | 99.99% |
10.07.2024 | 0.20% | 24.95 CHF | 25.00 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 246'322 CHF | 246'818 CHF | 100.00% | 100.00% |
09.07.2024 | 0.20% | 24.80 CHF | 24.85 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 246'003 CHF | 246'492 CHF | 99.94% | 99.94% |
08.07.2024 | 0.20% | 24.70 CHF | 24.75 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 244'088 CHF | 244'584 CHF | 99.97% | 99.97% |
05.07.2024 | 0.21% | 24.55 CHF | 24.60 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 242'253 CHF | 242'742 CHF | 100.00% | 100.00% |
04.07.2024 | 0.21% | 24.45 CHF | 24.50 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 242'590 CHF | 243'086 CHF | 100.00% | 100.00% |
03.07.2024 | 0.21% | 24.40 CHF | 24.45 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 241'109 CHF | 241'604 CHF | 100.00% | 100.00% |
02.07.2024 | 0.21% | 24.10 CHF | 24.15 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 236'765 CHF | 237'247 CHF | 100.00% | 100.00% |