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 | 0.42% | 0.67 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'656 CHF | 17'731 CHF | 93.50% | 93.50% |
12.07.2024 | 0.36% | 0.88 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'972 CHF | 21'047 CHF | 100.00% | 100.00% |
11.07.2024 | 0.43% | 0.74 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'281 CHF | 17'356 CHF | 99.96% | 99.96% |
10.07.2024 | 0.54% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'929 CHF | 14'004 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 0.50 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'075 CHF | 14'150 CHF | 99.99% | 99.99% |
08.07.2024 | 0.42% | 0.60 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'767 CHF | 17'842 CHF | 100.00% | 100.00% |
05.07.2024 | 0.36% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'038 CHF | 21'113 CHF | 98.95% | 98.95% |
04.07.2024 | 0.36% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'529 CHF | 20'604 CHF | 99.17% | 99.17% |
03.07.2024 | 0.36% | 0.80 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'546 CHF | 20'621 CHF | 100.00% | 100.00% |
02.07.2024 | 0.42% | 0.72 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'797 CHF | 17'872 CHF | 99.97% | 99.97% |