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 | 0.72% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'409 CHF | 34'659 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'695 CHF | 34'945 CHF | 98.41% | 98.41% |
11.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'957 CHF | 35'207 CHF | 99.69% | 99.69% |
10.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'173 CHF | 35'423 CHF | 99.80% | 99.80% |
09.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'568 CHF | 35'818 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'261 CHF | 35'511 CHF | 98.99% | 98.99% |
05.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'029 CHF | 35'279 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'117 CHF | 35'367 CHF | 98.17% | 98.17% |
03.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'413 CHF | 35'663 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'608 CHF | 36'858 CHF | 100.00% | 100.00% |