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 | 1.48% | 1.89 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'005 CHF | 48'719 CHF | 99.72% | 99.72% |
12.07.2024 | 1.21% | 1.95 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'622 CHF | 49'212 CHF | 99.01% | 99.01% |
11.07.2024 | 1.11% | 1.95 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'038 CHF | 48'575 CHF | 99.09% | 99.09% |
10.07.2024 | 1.30% | 1.95 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'406 CHF | 49'038 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 1.94 CHF | 1.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'013 CHF | 48'675 CHF | 100.00% | 100.00% |
08.07.2024 | 1.34% | 1.92 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'919 CHF | 47'551 CHF | 100.00% | 100.00% |
05.07.2024 | 1.40% | 1.86 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'590 CHF | 46'231 CHF | 93.78% | 93.78% |
04.07.2024 | 1.44% | 1.82 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'119 CHF | 44'758 CHF | 98.19% | 98.19% |
03.07.2024 | 1.03% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'485 CHF | 75'258 CHF | 100.00% | 100.00% |
02.07.2024 | 0.95% | 1.48 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'000 CHF | 72'691 CHF | 100.00% | 100.00% |