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% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'032 CHF | 48'282 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'920 CHF | 47'170 CHF | 99.70% | 99.70% |
11.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'225 CHF | 49'475 CHF | 99.31% | 99.31% |
10.07.2024 | 0.55% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'726 CHF | 45'976 CHF | 96.10% | 96.10% |
09.07.2024 | 0.53% | 1.70 CHF | 1.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'931 CHF | 47'181 CHF | 99.65% | 99.65% |
08.07.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'446 CHF | 48'696 CHF | 99.85% | 99.85% |
05.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'403 CHF | 48'653 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'130 CHF | 43'380 CHF | 100.00% | 100.00% |
03.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'575 CHF | 41'825 CHF | 99.24% | 99.24% |
02.07.2024 | 0.78% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'066 CHF | 32'316 CHF | 99.65% | 99.65% |