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 | 0.91% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'440 CHF | 27'690 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'003 CHF | 28'253 CHF | 98.41% | 98.41% |
11.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'540 CHF | 28'790 CHF | 99.69% | 99.69% |
10.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'953 CHF | 29'203 CHF | 99.80% | 99.80% |
09.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'768 CHF | 30'018 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'177 CHF | 29'427 CHF | 98.99% | 98.99% |
05.07.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'666 CHF | 28'916 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'774 CHF | 29'024 CHF | 98.17% | 98.17% |
03.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'423 CHF | 29'673 CHF | 99.49% | 99.49% |
02.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'818 CHF | 32'068 CHF | 99.67% | 99.67% |