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 | 1.09% | 1.80 CHF | 1.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'613 CHF | 37'013 CHF | 99.99% | 99.99% |
12.07.2024 | 1.13% | 1.83 CHF | 1.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'130 CHF | 35'530 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 1.73 CHF | 1.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'286 CHF | 34'686 CHF | 99.97% | 99.99% |
10.07.2024 | 1.20% | 1.69 CHF | 1.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'260 CHF | 33'660 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 1.65 CHF | 1.67 CHF | 20'000 | 20'000 | 19'935 | 19'935 | 32'806 CHF | 33'206 CHF | 99.97% | 99.97% |
08.07.2024 | 1.22% | 1.63 CHF | 1.65 CHF | 20'000 | 20'000 | 19'966 | 19'966 | 32'625 CHF | 33'025 CHF | 99.99% | 99.99% |
05.07.2024 | 1.20% | 1.67 CHF | 1.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 33'251 CHF | 33'651 CHF | 100.00% | 100.00% |
04.07.2024 | 1.24% | 1.62 CHF | 1.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'974 CHF | 32'374 CHF | 100.00% | 100.00% |
03.07.2024 | 1.34% | 1.53 CHF | 1.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'692 CHF | 30'092 CHF | 100.00% | 100.00% |
02.07.2024 | 1.41% | 1.47 CHF | 1.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'135 CHF | 28'535 CHF | 100.00% | 100.00% |