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 | 0.74% | 1.41 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'802 CHF | 34'052 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.28 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'679 CHF | 33'929 CHF | 99.69% | 99.69% |
11.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'778 CHF | 36'028 CHF | 98.86% | 98.86% |
10.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'166 CHF | 37'416 CHF | 96.09% | 96.09% |
09.07.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'447 CHF | 36'697 CHF | 99.66% | 99.66% |
08.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'846 CHF | 34'096 CHF | 99.85% | 99.85% |
05.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'411 CHF | 34'661 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'475 CHF | 33'725 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'176 CHF | 35'426 CHF | 99.25% | 99.25% |
02.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'896 CHF | 37'146 CHF | 99.63% | 99.63% |