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 | 2.06% | 1.54 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'051 CHF | 39'866 CHF | 98.73% | 98.73% |
12.07.2024 | 1.95% | 1.56 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'062 CHF | 38'812 CHF | 99.38% | 99.38% |
11.07.2024 | 1.93% | 1.57 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'572 CHF | 39'322 CHF | 99.15% | 99.15% |
10.07.2024 | 1.97% | 1.53 CHF | 1.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'633 CHF | 38'383 CHF | 94.20% | 94.20% |
09.07.2024 | 1.96% | 1.48 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'916 CHF | 38'666 CHF | 100.00% | 100.00% |
08.07.2024 | 1.93% | 1.52 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'456 CHF | 39'206 CHF | 90.51% | 90.51% |
05.07.2024 | 2.02% | 1.50 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'848 CHF | 37'598 CHF | 99.62% | 99.62% |
04.07.2024 | 2.07% | 1.44 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'936 CHF | 36'686 CHF | 100.00% | 100.00% |
03.07.2024 | 2.11% | 1.42 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'247 CHF | 35'997 CHF | 99.73% | 99.73% |
02.07.2024 | 2.22% | 1.35 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'483 CHF | 34'233 CHF | 100.00% | 100.00% |