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 | 2.08% | 0.97 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'806 CHF | 24'306 CHF | 98.04% | 98.04% |
12.07.2024 | 2.07% | 0.98 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'856 CHF | 24'356 CHF | 99.54% | 99.54% |
11.07.2024 | 2.16% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'907 CHF | 23'407 CHF | 99.34% | 99.34% |
10.07.2024 | 2.20% | 0.91 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'476 CHF | 22'976 CHF | 99.52% | 99.52% |
09.07.2024 | 2.26% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'828 CHF | 22'328 CHF | 99.52% | 99.52% |
08.07.2024 | 2.19% | 0.90 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'553 CHF | 23'053 CHF | 99.52% | 99.52% |
05.07.2024 | 2.12% | 0.90 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'325 CHF | 23'825 CHF | 98.45% | 98.45% |
04.07.2024 | 2.17% | 0.92 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'823 CHF | 23'323 CHF | 98.67% | 98.67% |
03.07.2024 | 2.19% | 0.91 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'547 CHF | 23'047 CHF | 99.48% | 99.48% |
02.07.2024 | 2.39% | 0.84 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'641 CHF | 21'141 CHF | 99.54% | 99.54% |