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 | 0.35% | 0.83 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'600 CHF | 21'675 CHF | 93.49% | 93.49% |
12.07.2024 | 0.30% | 1.04 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'897 CHF | 24'972 CHF | 100.00% | 100.00% |
11.07.2024 | 0.35% | 0.90 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'191 CHF | 21'266 CHF | 99.94% | 99.94% |
10.07.2024 | 0.42% | 0.77 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'821 CHF | 17'896 CHF | 100.00% | 100.00% |
09.07.2024 | 0.42% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'974 CHF | 18'049 CHF | 99.99% | 99.99% |
08.07.2024 | 0.35% | 0.76 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'684 CHF | 21'759 CHF | 99.99% | 99.99% |
05.07.2024 | 0.30% | 0.94 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'962 CHF | 25'037 CHF | 98.95% | 98.95% |
04.07.2024 | 0.31% | 0.99 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'445 CHF | 24'520 CHF | 99.17% | 99.17% |
03.07.2024 | 0.31% | 0.96 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'457 CHF | 24'532 CHF | 100.00% | 100.00% |
02.07.2024 | 0.35% | 0.88 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'701 CHF | 21'776 CHF | 99.98% | 99.98% |