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 | 3.07% | 1.30 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'010 CHF | 34'039 CHF | 98.73% | 98.73% |
12.07.2024 | 3.11% | 1.31 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'039 CHF | 33'050 CHF | 99.38% | 99.38% |
11.07.2024 | 3.24% | 1.33 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'489 CHF | 33'560 CHF | 99.15% | 99.15% |
10.07.2024 | 3.21% | 1.29 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'658 CHF | 32'692 CHF | 94.20% | 94.20% |
09.07.2024 | 3.15% | 1.25 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'904 CHF | 32'927 CHF | 100.00% | 100.00% |
08.07.2024 | 3.12% | 1.28 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'431 CHF | 33'458 CHF | 90.51% | 90.51% |
05.07.2024 | 3.25% | 1.26 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'990 CHF | 32'013 CHF | 99.62% | 99.62% |
04.07.2024 | 3.27% | 1.21 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'092 CHF | 31'092 CHF | 100.00% | 100.00% |
03.07.2024 | 3.36% | 1.19 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'538 CHF | 30'548 CHF | 99.73% | 99.73% |
02.07.2024 | 3.52% | 1.13 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'966 CHF | 28'966 CHF | 100.00% | 100.00% |