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 | 0.16% | 1.29 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'125 CHF | 32'175 CHF | 99.96% | 99.96% |
12.07.2024 | 0.16% | 1.29 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'786 CHF | 31'836 CHF | 99.99% | 99.99% |
11.07.2024 | 0.16% | 1.26 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'729 CHF | 31'779 CHF | 35.04% | 35.04% |
10.07.2024 | 0.16% | 1.28 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'946 CHF | 31'996 CHF | 100.00% | 100.00% |
09.07.2024 | 0.16% | 1.28 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'986 CHF | 32'036 CHF | 99.96% | 99.96% |
08.07.2024 | 0.16% | 1.27 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'590 CHF | 31'640 CHF | 100.00% | 100.00% |
05.07.2024 | 0.17% | 1.23 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'619 CHF | 29'669 CHF | 82.53% | 82.53% |
04.07.2024 | 0.17% | 1.14 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'132 CHF | 29'182 CHF | 99.17% | 99.17% |
03.07.2024 | 0.16% | 1.24 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'598 CHF | 30'648 CHF | 100.00% | 100.00% |
02.07.2024 | 0.17% | 1.21 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'602 CHF | 29'652 CHF | 99.97% | 99.97% |