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 | 1.08% | 0.92 CHF | 0.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'768 CHF | 37'168 CHF | 100.00% | 100.00% |
12.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 37'101 CHF | 37'501 CHF | 98.42% | 98.42% |
11.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'917 CHF | 37'317 CHF | 94.15% | 94.15% |
10.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'561 CHF | 36'961 CHF | 99.77% | 99.77% |
09.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'621 CHF | 36'021 CHF | 100.00% | 100.00% |
08.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'652 CHF | 36'052 CHF | 98.99% | 98.99% |
05.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'977 CHF | 36'377 CHF | 100.00% | 100.00% |
04.07.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'860 CHF | 36'260 CHF | 98.17% | 98.17% |
03.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'205 CHF | 35'605 CHF | 100.00% | 100.00% |
02.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'022 CHF | 34'422 CHF | 100.00% | 100.00% |