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 | 0.53% | 0.50 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'200 CHF | 14'275 CHF | 46.82% | 93.45% |
12.07.2024 | 0.44% | 0.72 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'860 CHF | 16'935 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 0.58 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'165 CHF | 13'240 CHF | 99.95% | 99.95% |
10.07.2024 | 0.77% | 0.45 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'812 CHF | 9'887 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'968 CHF | 10'043 CHF | 99.98% | 99.98% |
08.07.2024 | 0.55% | 0.44 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'687 CHF | 13'762 CHF | 99.99% | 99.99% |
05.07.2024 | 0.44% | 0.62 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'955 CHF | 17'030 CHF | 98.95% | 98.95% |
04.07.2024 | 0.46% | 0.67 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'440 CHF | 16'515 CHF | 99.17% | 99.17% |
03.07.2024 | 0.46% | 0.64 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'455 CHF | 16'530 CHF | 100.00% | 100.00% |
02.07.2024 | 0.55% | 0.56 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'723 CHF | 13'798 CHF | 99.98% | 99.98% |