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 | 1.04% | 0.94 CHF | 0.95 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 38'462 CHF | 38'862 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 39'591 CHF | 39'991 CHF | 98.48% | 98.48% |
11.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'349 CHF | 40'749 CHF | 99.72% | 99.72% |
10.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 39'391 CHF | 39'791 CHF | 99.80% | 99.80% |
09.07.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'351 CHF | 40'751 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'236 CHF | 41'636 CHF | 98.98% | 98.98% |
05.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 38'518 CHF | 38'918 CHF | 100.00% | 100.00% |
04.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 37'216 CHF | 37'616 CHF | 98.15% | 98.15% |
03.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'710 CHF | 37'110 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'107 CHF | 36'507 CHF | 100.00% | 100.00% |