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 | 2.20% | 1.21 CHF | 1.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'886 CHF | 31'572 CHF | 99.72% | 99.72% |
12.07.2024 | 2.08% | 1.27 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'462 CHF | 32'122 CHF | 99.01% | 99.01% |
11.07.2024 | 1.97% | 1.26 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'825 CHF | 31'436 CHF | 99.08% | 99.08% |
10.07.2024 | 1.73% | 1.26 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'288 CHF | 31'833 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 1.25 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'925 CHF | 31'513 CHF | 100.00% | 100.00% |
08.07.2024 | 2.05% | 1.24 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'801 CHF | 30'419 CHF | 100.00% | 100.00% |
05.07.2024 | 2.13% | 1.17 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'491 CHF | 29'104 CHF | 95.71% | 95.71% |
04.07.2024 | 2.25% | 1.14 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'008 CHF | 27'619 CHF | 98.19% | 98.19% |
03.07.2024 | 1.58% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'482 CHF | 40'985 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'804 CHF | 38'421 CHF | 100.00% | 100.00% |