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 | 0.60% | 1.94 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'921 CHF | 50'233 CHF | 95.20% | 95.20% |
12.07.2024 | 0.65% | 2.05 CHF | 2.06 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'806 CHF | 50'161 CHF | 99.01% | 99.01% |
11.07.2024 | 0.62% | 1.97 CHF | 1.99 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'755 CHF | 47'588 CHF | 98.65% | 98.65% |
10.07.2024 | 0.68% | 1.79 CHF | 1.80 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'654 CHF | 45'854 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.89 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'191 CHF | 48'788 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.92 CHF | 1.93 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'994 CHF | 48'633 CHF | 99.72% | 99.72% |
05.07.2024 | 0.61% | 1.87 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'433 CHF | 48'154 CHF | 98.64% | 98.64% |
04.07.2024 | 0.63% | 1.96 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'329 CHF | 48'076 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.82 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'258 CHF | 48'013 CHF | 99.73% | 99.73% |
02.07.2024 | 0.64% | 1.88 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'344 CHF | 45'576 CHF | 99.49% | 99.49% |