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 | 1.52% | 1.59 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'386 CHF | 41'005 CHF | 99.72% | 99.72% |
12.07.2024 | 1.60% | 1.65 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'962 CHF | 41'622 CHF | 99.01% | 99.01% |
11.07.2024 | 1.51% | 1.64 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'325 CHF | 40'936 CHF | 99.08% | 99.08% |
10.07.2024 | 1.53% | 1.64 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'707 CHF | 41'333 CHF | 100.00% | 100.00% |
09.07.2024 | 1.71% | 1.63 CHF | 1.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'298 CHF | 40'992 CHF | 100.00% | 100.00% |
08.07.2024 | 1.54% | 1.61 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'241 CHF | 39'848 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 1.55 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'991 CHF | 38'533 CHF | 95.71% | 95.71% |
04.07.2024 | 1.67% | 1.52 CHF | 1.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'508 CHF | 37'119 CHF | 98.19% | 98.19% |
03.07.2024 | 1.22% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'258 CHF | 59'985 CHF | 100.00% | 100.00% |
02.07.2024 | 1.12% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'717 CHF | 57'355 CHF | 100.00% | 100.00% |