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 | 0.30% | 22.98 CHF | 23.81 CHF | 500 | 500 | 3'020 | 3'020 | 76'494 CHF | 76'657 CHF | 98.83% | 98.83% |
12.07.2024 | 0.31% | 24.03 CHF | 24.79 CHF | 500 | 500 | 3'308 | 3'308 | 77'073 CHF | 77'250 CHF | 98.97% | 98.97% |
11.07.2024 | 0.31% | 21.18 CHF | 21.98 CHF | 500 | 500 | 3'030 | 3'030 | 72'204 CHF | 72'367 CHF | 98.75% | 98.75% |
10.07.2024 | 0.32% | 23.96 CHF | 24.71 CHF | 500 | 500 | 3'398 | 3'398 | 74'990 CHF | 75'171 CHF | 98.93% | 98.93% |
09.07.2024 | 0.36% | 22.69 CHF | 23.55 CHF | 500 | 500 | 2'879 | 2'879 | 67'796 CHF | 67'981 CHF | 98.63% | 98.63% |
08.07.2024 | 0.25% | 25.68 CHF | 26.50 CHF | 500 | 500 | 3'055 | 3'055 | 77'511 CHF | 77'671 CHF | 96.80% | 96.80% |
05.07.2024 | 0.29% | 24.68 CHF | 25.47 CHF | 500 | 500 | 3'128 | 3'128 | 76'204 CHF | 76'372 CHF | 98.71% | 98.71% |
04.07.2024 | 0.28% | 23.87 CHF | 24.65 CHF | 500 | 500 | 3'234 | 3'234 | 75'154 CHF | 75'323 CHF | 97.47% | 97.47% |
03.07.2024 | 0.35% | 20.44 CHF | 21.38 CHF | 500 | 500 | 2'641 | 2'641 | 66'853 CHF | 67'021 CHF | 98.36% | 98.36% |
02.07.2024 | 0.39% | 28.85 CHF | 29.90 CHF | 400 | 400 | 2'376 | 2'376 | 71'141 CHF | 71'363 CHF | 98.65% | 98.65% |