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 | 0.29% | 1.00 CHF | 1.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'918 CHF | 25'993 CHF | 93.51% | 93.51% |
12.07.2024 | 0.26% | 1.21 CHF | 1.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'208 CHF | 29'283 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 1.07 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'495 CHF | 25'570 CHF | 99.97% | 99.97% |
10.07.2024 | 0.34% | 0.94 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'118 CHF | 22'193 CHF | 100.00% | 100.00% |
09.07.2024 | 0.34% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'268 CHF | 22'343 CHF | 99.99% | 99.99% |
08.07.2024 | 0.29% | 0.93 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'975 CHF | 26'050 CHF | 99.99% | 99.99% |
05.07.2024 | 0.26% | 1.11 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'257 CHF | 29'332 CHF | 98.92% | 98.92% |
04.07.2024 | 0.26% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'739 CHF | 28'814 CHF | 99.17% | 99.17% |
03.07.2024 | 0.26% | 1.13 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'749 CHF | 28'824 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 1.05 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'979 CHF | 26'054 CHF | 99.97% | 99.97% |