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 | 1.91% | 1.40 CHF | 1.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'636 CHF | 36'322 CHF | 99.72% | 99.72% |
12.07.2024 | 1.81% | 1.46 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'212 CHF | 36'872 CHF | 99.01% | 99.01% |
11.07.2024 | 1.71% | 1.45 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'575 CHF | 36'186 CHF | 99.08% | 99.08% |
10.07.2024 | 1.73% | 1.45 CHF | 1.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'957 CHF | 36'583 CHF | 100.00% | 100.00% |
09.07.2024 | 1.93% | 1.44 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'548 CHF | 36'242 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 1.42 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'491 CHF | 35'098 CHF | 100.00% | 100.00% |
05.07.2024 | 1.83% | 1.36 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'241 CHF | 33'854 CHF | 95.71% | 95.71% |
04.07.2024 | 1.92% | 1.33 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'758 CHF | 32'369 CHF | 98.19% | 98.19% |
03.07.2024 | 1.45% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 53'079 | 50'000 | 52'782 CHF | 50'485 CHF | 100.00% | 100.00% |
02.07.2024 | 1.34% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'660 CHF | 47'855 CHF | 100.00% | 100.00% |