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 | 0.57% | 0.42 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'148 CHF | 13'223 CHF | 2.16% | 93.46% |
12.07.2024 | 0.50% | 0.64 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'895 CHF | 14'970 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 0.50 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'214 CHF | 11'289 CHF | 99.94% | 99.94% |
10.07.2024 | 0.96% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'874 CHF | 7'949 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'024 CHF | 8'099 CHF | 99.99% | 99.99% |
08.07.2024 | 0.65% | 0.36 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'722 CHF | 11'797 CHF | 100.00% | 100.00% |
05.07.2024 | 0.50% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'985 CHF | 15'060 CHF | 98.95% | 98.95% |
04.07.2024 | 0.52% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'477 CHF | 14'552 CHF | 99.17% | 99.17% |
03.07.2024 | 0.52% | 0.56 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'497 CHF | 14'572 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 0.48 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'766 CHF | 11'841 CHF | 99.95% | 99.95% |