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 | 0.79% | 1.30 CHF | 1.31 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'738 CHF | 38'038 CHF | 99.38% | 99.38% |
12.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'835 CHF | 37'135 CHF | 99.06% | 99.06% |
11.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'073 CHF | 37'373 CHF | 98.74% | 98.74% |
10.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'887 CHF | 37'187 CHF | 95.50% | 95.50% |
09.07.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'773 CHF | 37'073 CHF | 99.04% | 99.04% |
08.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 37'166 CHF | 37'466 CHF | 99.22% | 99.22% |
05.07.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 36'054 CHF | 36'354 CHF | 99.38% | 99.38% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'125 CHF | 34'425 CHF | 99.39% | 99.39% |
03.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'695 CHF | 34'995 CHF | 98.62% | 98.62% |
02.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 33'783 CHF | 34'083 CHF | 99.05% | 99.05% |