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 | 0.44% | 0.46 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'430 CHF | 11'480 CHF | 99.93% | 99.93% |
12.07.2024 | 0.42% | 0.46 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'828 CHF | 11'878 CHF | 99.99% | 99.99% |
11.07.2024 | 0.42% | 0.48 CHF | 0.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'898 CHF | 11'948 CHF | 35.04% | 35.04% |
10.07.2024 | 0.43% | 0.47 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'596 CHF | 11'646 CHF | 100.00% | 100.00% |
09.07.2024 | 0.43% | 0.47 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'574 CHF | 11'624 CHF | 100.00% | 100.00% |
08.07.2024 | 0.42% | 0.48 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'975 CHF | 12'025 CHF | 100.00% | 100.00% |
05.07.2024 | 0.35% | 0.52 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'119 CHF | 14'169 CHF | 82.50% | 82.50% |
04.07.2024 | 0.34% | 0.62 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'621 CHF | 14'671 CHF | 99.16% | 99.16% |
03.07.2024 | 0.38% | 0.51 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'179 CHF | 13'229 CHF | 100.00% | 100.00% |
02.07.2024 | 0.36% | 0.54 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'078 CHF | 14'128 CHF | 99.97% | 99.97% |