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% | 1.32 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'533 CHF | 34'783 CHF | 99.39% | 99.39% |
12.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'279 CHF | 35'529 CHF | 99.08% | 99.08% |
11.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'023 CHF | 34'273 CHF | 98.59% | 98.59% |
10.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'020 CHF | 34'270 CHF | 95.46% | 95.46% |
09.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'816 CHF | 33'066 CHF | 99.06% | 99.06% |
08.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'619 CHF | 34'869 CHF | 99.23% | 99.23% |
05.07.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'100 CHF | 35'350 CHF | 99.39% | 99.39% |
04.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'201 CHF | 32'451 CHF | 99.39% | 99.39% |
03.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'470 CHF | 31'720 CHF | 98.64% | 98.64% |
02.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'052 CHF | 30'302 CHF | 99.03% | 99.03% |