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 | 2.68% | 1.21 CHF | 1.24 CHF | 25'000 | 25'000 | 26'377 | 26'377 | 31'774 CHF | 32'624 CHF | 98.73% | 98.73% |
12.07.2024 | 2.03% | 1.18 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'320 CHF | 58'495 CHF | 99.38% | 99.38% |
11.07.2024 | 1.90% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'973 CHF | 61'123 CHF | 99.15% | 99.15% |
10.07.2024 | 1.97% | 1.19 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'598 CHF | 58'743 CHF | 100.00% | 100.00% |
09.07.2024 | 1.82% | 1.20 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'488 CHF | 62'617 CHF | 100.00% | 100.00% |
08.07.2024 | 1.90% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'614 CHF | 60'759 CHF | 99.84% | 99.84% |
05.07.2024 | 1.87% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'606 CHF | 60'729 CHF | 57.32% | 57.32% |
04.07.2024 | 2.01% | 1.13 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'723 CHF | 59'912 CHF | 71.51% | 71.51% |
03.07.2024 | 1.97% | 1.15 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'194 CHF | 59'350 CHF | 66.98% | 66.98% |
02.07.2024 | 2.00% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'597 CHF | 56'722 CHF | 96.26% | 96.26% |