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 | 0.52% | 1.89 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'325 CHF | 48'575 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'917 CHF | 48'167 CHF | 98.40% | 98.40% |
11.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'327 CHF | 46'577 CHF | 99.37% | 99.37% |
10.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'921 CHF | 46'171 CHF | 99.77% | 99.77% |
09.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'443 CHF | 46'693 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'659 CHF | 46'909 CHF | 98.99% | 98.99% |
05.07.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'192 CHF | 47'442 CHF | 100.00% | 100.00% |
04.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'225 CHF | 46'475 CHF | 98.15% | 98.15% |
03.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'079 CHF | 46'329 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'862 CHF | 45'112 CHF | 100.00% | 100.00% |