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 | 0.86% | 1.15 CHF | 1.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 46'341 CHF | 46'741 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'852 CHF | 45'252 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'980 CHF | 44'380 CHF | 99.96% | 99.98% |
10.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 42'902 CHF | 43'302 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 39'865 | 39'865 | 42'393 CHF | 42'793 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 40'000 | 40'000 | 39'932 | 39'932 | 42'204 CHF | 42'604 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 42'894 CHF | 43'294 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'546 CHF | 41'946 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 39'160 CHF | 39'560 CHF | 100.00% | 100.00% |
02.07.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 37'510 CHF | 37'910 CHF | 99.99% | 99.99% |