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% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'985 CHF | 48'235 CHF | 99.39% | 99.39% |
12.07.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'440 CHF | 49'690 CHF | 99.08% | 99.08% |
11.07.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'512 CHF | 48'762 CHF | 85.74% | 85.74% |
10.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'419 CHF | 46'669 CHF | 95.50% | 95.50% |
09.07.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'928 CHF | 46'178 CHF | 99.03% | 99.03% |
08.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'559 CHF | 46'809 CHF | 99.24% | 99.24% |
05.07.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'187 CHF | 47'437 CHF | 99.39% | 99.39% |
04.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'742 CHF | 46'992 CHF | 99.39% | 99.39% |
03.07.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'690 CHF | 45'940 CHF | 98.64% | 98.64% |
02.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'395 CHF | 45'645 CHF | 99.07% | 99.07% |