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 | 0.79% | 1.21 CHF | 1.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'262 CHF | 25'462 CHF | 99.54% | 99.54% |
12.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'733 CHF | 25'933 CHF | 99.57% | 99.57% |
11.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'816 CHF | 25'016 CHF | 99.53% | 99.53% |
10.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'838 CHF | 25'038 CHF | 99.56% | 99.56% |
09.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'025 CHF | 24'225 CHF | 99.48% | 99.48% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'261 CHF | 25'461 CHF | 99.49% | 99.49% |
05.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'577 CHF | 25'777 CHF | 99.51% | 99.51% |
04.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'501 CHF | 29'751 CHF | 99.53% | 99.53% |
03.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'904 CHF | 29'154 CHF | 99.57% | 99.57% |
02.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'721 CHF | 27'971 CHF | 99.43% | 99.47% |