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 | 3.18% | 1.28 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'625 CHF | 33'681 CHF | 98.73% | 98.73% |
12.07.2024 | 3.21% | 1.30 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'640 CHF | 32'671 CHF | 99.38% | 99.38% |
11.07.2024 | 3.09% | 1.31 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'111 CHF | 33'119 CHF | 99.15% | 99.15% |
10.07.2024 | 3.22% | 1.27 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'256 CHF | 32'281 CHF | 94.20% | 94.20% |
09.07.2024 | 3.29% | 1.23 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'512 CHF | 32'567 CHF | 100.00% | 100.00% |
08.07.2024 | 3.16% | 1.27 CHF | 1.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'027 CHF | 33'054 CHF | 90.51% | 90.51% |
05.07.2024 | 3.25% | 1.24 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'573 CHF | 31'581 CHF | 99.62% | 99.62% |
04.07.2024 | 3.32% | 1.19 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'691 CHF | 30'692 CHF | 100.00% | 100.00% |
03.07.2024 | 3.39% | 1.17 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'019 CHF | 30'019 CHF | 99.73% | 99.73% |
02.07.2024 | 3.62% | 1.11 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'391 CHF | 28'402 CHF | 100.00% | 100.00% |