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 | 0.70% | 1.38 CHF | 1.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 56'603 CHF | 57'003 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 53'920 CHF | 54'320 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 55'615 CHF | 56'015 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 52'541 CHF | 52'941 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 40'000 | 40'000 | 39'868 | 39'868 | 54'397 CHF | 54'797 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 49'850 CHF | 50'250 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'267 CHF | 45'667 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'978 CHF | 45'378 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'316 CHF | 43'716 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'909 CHF | 46'309 CHF | 99.99% | 99.99% |