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 | 1.97% | 10.61 CHF | 10.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 263'308 CHF | 268'559 CHF | 100.00% | 100.00% |
24.07.2024 | 2.00% | 11.36 CHF | 11.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 284'871 CHF | 290'621 CHF | 100.00% | 100.00% |
23.07.2024 | 1.99% | 11.47 CHF | 11.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 288'440 CHF | 294'244 CHF | 100.00% | 100.00% |
22.07.2024 | 2.01% | 11.78 CHF | 12.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 295'061 CHF | 301'061 CHF | 100.00% | 100.00% |
19.07.2024 | 2.02% | 10.52 CHF | 10.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 256'741 CHF | 261'978 CHF | 99.83% | 99.83% |
18.07.2024 | 2.00% | 10.13 CHF | 10.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 259'225 CHF | 264'472 CHF | 100.00% | 100.00% |
17.07.2024 | 2.02% | 10.65 CHF | 10.87 CHF | 21'800 | 24'500 | 21'804 | 24'584 | 233'547 CHF | 268'701 CHF | 100.00% | 100.00% |
16.07.2024 | 1.98% | 10.73 CHF | 10.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 263'109 CHF | 268'366 CHF | 100.00% | 100.00% |
15.07.2024 | 2.01% | 10.23 CHF | 10.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'612 CHF | 259'794 CHF | 100.00% | 100.00% |
12.07.2024 | 2.01% | 9.24 CHF | 9.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 229'597 CHF | 234'270 CHF | 100.00% | 100.00% |