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 | 0.23% | 1.25 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'275 CHF | 32'350 CHF | 93.50% | 93.50% |
12.07.2024 | 0.21% | 1.46 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'558 CHF | 35'633 CHF | 100.00% | 100.00% |
11.07.2024 | 0.24% | 1.32 CHF | 1.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'836 CHF | 31'911 CHF | 99.96% | 99.96% |
10.07.2024 | 0.26% | 1.20 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'445 CHF | 28'520 CHF | 100.00% | 100.00% |
09.07.2024 | 0.26% | 1.08 CHF | 1.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'591 CHF | 28'666 CHF | 100.00% | 100.00% |
08.07.2024 | 0.23% | 1.18 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'292 CHF | 32'367 CHF | 99.99% | 99.99% |