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 | 0.66% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'500 CHF | 37'750 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'623 CHF | 37'873 CHF | 98.99% | 98.99% |
11.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'724 CHF | 36'974 CHF | 99.69% | 99.69% |
10.07.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'650 CHF | 32'900 CHF | 99.81% | 99.81% |
09.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'051 CHF | 33'301 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'372 CHF | 32'622 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'399 CHF | 32'649 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'201 CHF | 32'451 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'983 CHF | 31'233 CHF | 99.51% | 99.51% |
02.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'415 CHF | 30'665 CHF | 100.00% | 100.00% |