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 | 0.65% | 1.50 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'120 CHF | 38'370 CHF | 99.39% | 99.39% |
12.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'596 CHF | 39'846 CHF | 99.08% | 99.08% |
11.07.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'848 CHF | 39'098 CHF | 98.26% | 98.26% |
10.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'616 CHF | 36'866 CHF | 95.50% | 95.50% |
09.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'111 CHF | 36'361 CHF | 99.03% | 99.03% |
08.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'762 CHF | 37'012 CHF | 99.23% | 99.23% |
05.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'360 CHF | 37'610 CHF | 99.39% | 99.39% |
04.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'942 CHF | 37'192 CHF | 99.39% | 99.39% |
03.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'879 CHF | 36'129 CHF | 98.64% | 98.64% |
02.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'630 CHF | 35'880 CHF | 99.07% | 99.07% |