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 | 1.17% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'267 CHF | 21'517 CHF | 100.00% | 100.00% |
12.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'313 CHF | 21'563 CHF | 98.46% | 98.46% |
11.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'571 CHF | 21'821 CHF | 95.97% | 95.97% |
10.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'612 CHF | 20'862 CHF | 99.78% | 99.78% |
09.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'100 CHF | 22'350 CHF | 100.00% | 100.00% |
08.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 24'993 | 22'521 CHF | 22'765 CHF | 98.99% | 98.99% |
05.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'313 CHF | 22'563 CHF | 100.00% | 100.00% |
04.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'223 CHF | 22'473 CHF | 98.17% | 98.17% |
03.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'798 CHF | 22'048 CHF | 100.00% | 100.00% |
02.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'134 CHF | 20'384 CHF | 100.00% | 100.00% |