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 | 0.52% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'568 CHF | 9'618 CHF | 99.98% | 99.98% |
12.07.2024 | 0.50% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'968 CHF | 10'018 CHF | 100.00% | 100.00% |
11.07.2024 | 0.50% | 0.41 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'036 CHF | 10'086 CHF | 35.04% | 35.04% |
10.07.2024 | 0.51% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'742 CHF | 9'792 CHF | 99.99% | 99.99% |
09.07.2024 | 0.51% | 0.39 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'722 CHF | 9'772 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 0.40 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'125 CHF | 10'175 CHF | 100.00% | 100.00% |
05.07.2024 | 0.38% | 0.45 CHF | 0.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'110 CHF | 13'160 CHF | 13.96% | 82.51% |
04.07.2024 | 0.38% | 0.54 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'062 CHF | 13'112 CHF | 55.77% | 99.17% |
03.07.2024 | 0.44% | 0.44 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'328 CHF | 11'378 CHF | 99.99% | 99.99% |
02.07.2024 | 0.41% | 0.47 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'237 CHF | 12'287 CHF | 99.34% | 99.34% |