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 | 1.35% | 0.74 CHF | 0.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'485 CHF | 29'885 CHF | 100.00% | 100.00% |
12.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'712 CHF | 30'112 CHF | 98.42% | 98.42% |
11.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'524 CHF | 29'924 CHF | 97.15% | 97.15% |
10.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'287 CHF | 29'687 CHF | 99.78% | 99.78% |
09.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'374 CHF | 28'774 CHF | 100.00% | 100.00% |
08.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'245 CHF | 28'645 CHF | 98.99% | 98.99% |
05.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 40'000 | 40'000 | 39'978 | 40'000 | 28'538 CHF | 28'954 CHF | 100.00% | 100.00% |
04.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'454 CHF | 28'854 CHF | 98.17% | 98.17% |
03.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 27'927 CHF | 28'327 CHF | 100.00% | 100.00% |
02.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'560 CHF | 26'960 CHF | 100.00% | 100.00% |