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 | 0.38% | 0.83 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'657 CHF | 19'732 CHF | 93.53% | 93.53% |
12.07.2024 | 0.46% | 0.62 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'385 CHF | 16'460 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 0.75 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'040 CHF | 20'115 CHF | 99.95% | 99.95% |
10.07.2024 | 0.32% | 0.88 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'342 CHF | 23'417 CHF | 100.00% | 100.00% |
09.07.2024 | 0.32% | 1.00 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'226 CHF | 23'301 CHF | 99.99% | 99.99% |
08.07.2024 | 0.38% | 0.89 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'565 CHF | 19'640 CHF | 100.00% | 100.00% |
05.07.2024 | 0.46% | 0.72 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'454 CHF | 16'529 CHF | 98.95% | 98.95% |
04.07.2024 | 0.44% | 0.67 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'983 CHF | 17'058 CHF | 99.17% | 99.17% |
03.07.2024 | 0.44% | 0.70 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'979 CHF | 17'054 CHF | 100.00% | 100.00% |
02.07.2024 | 0.38% | 0.78 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'659 CHF | 19'734 CHF | 99.96% | 99.96% |