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 | 0.53% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'247 CHF | 47'497 CHF | 99.39% | 99.39% |
12.07.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'441 CHF | 47'691 CHF | 99.09% | 99.09% |
11.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'198 CHF | 49'448 CHF | 98.24% | 98.24% |
10.07.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'626 CHF | 48'876 CHF | 95.46% | 95.46% |
09.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'668 CHF | 46'918 CHF | 99.04% | 99.04% |
08.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'943 CHF | 47'193 CHF | 99.23% | 99.23% |
05.07.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'612 CHF | 46'862 CHF | 99.39% | 99.39% |
04.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'148 CHF | 47'398 CHF | 99.39% | 99.39% |
03.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'497 CHF | 47'747 CHF | 98.64% | 98.64% |
02.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'739 CHF | 45'989 CHF | 99.06% | 99.06% |