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 | 1.99% | 1.30 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'219 CHF | 33'886 CHF | 99.72% | 99.72% |
12.07.2024 | 1.67% | 1.36 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'872 CHF | 34'442 CHF | 99.01% | 99.01% |
11.07.2024 | 1.90% | 1.35 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'186 CHF | 33'825 CHF | 99.09% | 99.09% |
10.07.2024 | 1.84% | 1.35 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'583 CHF | 34'207 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 1.34 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'242 CHF | 33'798 CHF | 100.00% | 100.00% |
08.07.2024 | 1.98% | 1.33 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'098 CHF | 32'741 CHF | 100.00% | 100.00% |
05.07.2024 | 1.87% | 1.27 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'854 CHF | 31'435 CHF | 95.71% | 95.71% |
04.07.2024 | 2.15% | 1.23 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'369 CHF | 30'008 CHF | 98.19% | 98.19% |
03.07.2024 | 1.70% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'982 CHF | 45'758 CHF | 100.00% | 100.00% |
02.07.2024 | 1.50% | 0.89 CHF | 0.91 CHF | 60'000 | 50'000 | 61'708 | 50'000 | 52'384 CHF | 43'129 CHF | 100.00% | 100.00% |