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 | 1.21% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'483 CHF | 20'733 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'577 CHF | 20'827 CHF | 98.46% | 98.46% |
11.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'318 CHF | 20'568 CHF | 93.96% | 93.96% |
10.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'295 CHF | 21'545 CHF | 99.78% | 99.78% |
09.07.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'766 CHF | 20'016 CHF | 100.00% | 100.00% |
08.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'372 CHF | 19'622 CHF | 98.99% | 98.99% |
05.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'687 CHF | 19'937 CHF | 100.00% | 100.00% |
04.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'777 CHF | 20'027 CHF | 98.17% | 98.17% |
03.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'202 CHF | 20'452 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'867 CHF | 22'117 CHF | 100.00% | 100.00% |