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 | 0.81% | 1.26 CHF | 1.27 CHF | 20'000 | 20'000 | 20'228 | 20'230 | 24'978 CHF | 25'182 CHF | 99.39% | 99.39% |
12.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'390 CHF | 29'640 CHF | 99.08% | 99.08% |
11.07.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'090 CHF | 29'340 CHF | 98.69% | 98.69% |
10.07.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'945 CHF | 31'195 CHF | 95.50% | 95.50% |
09.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'202 CHF | 30'452 CHF | 99.04% | 99.04% |
08.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'321 CHF | 29'571 CHF | 99.25% | 99.25% |
05.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'833 CHF | 28'083 CHF | 99.39% | 99.39% |
04.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'918 CHF | 24'168 CHF | 99.39% | 99.39% |
03.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'767 CHF | 16'017 CHF | 98.64% | 98.64% |
02.07.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'651 CHF | 12'901 CHF | 99.03% | 99.03% |