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 | 2.26% | 1.29 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'801 CHF | 33'551 CHF | 98.72% | 98.72% |
12.07.2024 | 2.56% | 1.31 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'739 CHF | 32'562 CHF | 99.38% | 99.38% |
11.07.2024 | 2.30% | 1.32 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'219 CHF | 32'969 CHF | 97.47% | 97.47% |
10.07.2024 | 2.36% | 1.27 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'354 CHF | 32'104 CHF | 94.20% | 94.20% |
09.07.2024 | 2.50% | 1.23 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'616 CHF | 32'416 CHF | 100.00% | 100.00% |
08.07.2024 | 2.58% | 1.27 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'117 CHF | 32'956 CHF | 90.51% | 90.51% |
05.07.2024 | 2.42% | 1.25 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'598 CHF | 31'348 CHF | 99.62% | 99.62% |
04.07.2024 | 2.50% | 1.19 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'686 CHF | 30'436 CHF | 100.00% | 100.00% |
03.07.2024 | 2.55% | 1.17 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'997 CHF | 29'747 CHF | 99.73% | 99.73% |
02.07.2024 | 2.72% | 1.10 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'233 CHF | 27'983 CHF | 100.00% | 100.00% |