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 | 2.58% | 0.78 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'100 CHF | 19'600 CHF | 98.05% | 98.05% |
12.07.2024 | 2.58% | 0.79 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'158 CHF | 19'658 CHF | 99.54% | 99.54% |
11.07.2024 | 2.71% | 0.75 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'215 CHF | 18'715 CHF | 99.29% | 99.29% |
10.07.2024 | 2.77% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'794 CHF | 18'294 CHF | 99.52% | 99.52% |
09.07.2024 | 2.87% | 0.69 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'148 CHF | 17'648 CHF | 99.52% | 99.52% |
08.07.2024 | 2.76% | 0.71 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'878 CHF | 18'378 CHF | 99.50% | 99.50% |
05.07.2024 | 2.65% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'644 CHF | 19'144 CHF | 98.44% | 98.44% |
04.07.2024 | 2.72% | 0.73 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'142 CHF | 18'642 CHF | 98.67% | 98.67% |
03.07.2024 | 2.76% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'870 CHF | 18'370 CHF | 99.48% | 99.48% |
02.07.2024 | 3.08% | 0.65 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'977 CHF | 16'477 CHF | 99.56% | 99.56% |