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 | 0.73% | 1.32 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'191 CHF | 34'441 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'772 CHF | 34'022 CHF | 98.40% | 98.40% |
11.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'188 CHF | 32'438 CHF | 99.37% | 99.37% |
10.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'794 CHF | 32'044 CHF | 99.79% | 99.79% |
09.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'351 CHF | 32'601 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'534 CHF | 32'784 CHF | 98.98% | 98.98% |
05.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'138 CHF | 33'388 CHF | 100.00% | 100.00% |
04.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'128 CHF | 32'378 CHF | 98.15% | 98.15% |
03.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'969 CHF | 32'219 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'751 CHF | 31'001 CHF | 100.00% | 100.00% |