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 | 0.26% | 1.18 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'460 CHF | 28'535 CHF | 93.46% | 93.46% |
12.07.2024 | 0.30% | 0.97 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'183 CHF | 25'258 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 1.10 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'826 CHF | 28'901 CHF | 99.94% | 99.94% |
10.07.2024 | 0.23% | 1.23 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'111 CHF | 32'186 CHF | 100.00% | 100.00% |
09.07.2024 | 0.23% | 1.35 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'994 CHF | 32'069 CHF | 100.00% | 100.00% |
08.07.2024 | 0.26% | 1.25 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'326 CHF | 28'401 CHF | 100.00% | 100.00% |
05.07.2024 | 0.30% | 1.07 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'229 CHF | 25'304 CHF | 98.94% | 98.94% |
04.07.2024 | 0.29% | 1.02 CHF | 1.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'760 CHF | 25'835 CHF | 99.17% | 99.17% |
03.07.2024 | 0.29% | 1.05 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'752 CHF | 25'827 CHF | 100.00% | 100.00% |
02.07.2024 | 0.26% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'407 CHF | 28'482 CHF | 99.97% | 99.97% |