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% | 0.76 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'910 CHF | 18'960 CHF | 99.95% | 99.95% |
12.07.2024 | 0.26% | 0.76 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'299 CHF | 19'349 CHF | 100.00% | 100.00% |
11.07.2024 | 0.26% | 0.78 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'362 CHF | 19'412 CHF | 35.04% | 35.04% |
10.07.2024 | 0.26% | 0.77 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'040 CHF | 19'090 CHF | 99.99% | 99.99% |
09.07.2024 | 0.26% | 0.76 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'015 CHF | 19'065 CHF | 99.96% | 99.96% |
08.07.2024 | 0.26% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'410 CHF | 19'460 CHF | 100.00% | 100.00% |
05.07.2024 | 0.23% | 0.82 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'562 CHF | 21'612 CHF | 82.53% | 82.53% |
04.07.2024 | 0.23% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'061 CHF | 22'111 CHF | 99.17% | 99.17% |
03.07.2024 | 0.24% | 0.81 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'617 CHF | 20'667 CHF | 99.97% | 99.97% |
02.07.2024 | 0.23% | 0.84 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'494 CHF | 21'544 CHF | 99.96% | 99.96% |