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 | 0.82% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'418 CHF | 30'668 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'592 CHF | 30'842 CHF | 99.69% | 99.69% |
11.07.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'466 CHF | 28'716 CHF | 99.20% | 99.20% |
10.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'967 CHF | 27'217 CHF | 96.09% | 96.09% |
09.07.2024 | 0.90% | 1.04 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'721 CHF | 27'971 CHF | 99.67% | 99.67% |
08.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'297 CHF | 30'547 CHF | 99.85% | 99.85% |
05.07.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'936 CHF | 30'186 CHF | 100.00% | 100.00% |
04.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'916 CHF | 31'166 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'228 CHF | 29'478 CHF | 99.25% | 99.25% |
02.07.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'361 CHF | 27'611 CHF | 99.66% | 99.66% |