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 | 1.10% | 1.76 CHF | 1.78 CHF | 30'000 | 30'000 | 29'865 | 29'865 | 54'100 CHF | 54'697 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 1.78 CHF | 1.80 CHF | 30'000 | 30'000 | 29'999 | 29'999 | 52'851 CHF | 53'451 CHF | 100.00% | 100.00% |
11.07.2024 | 1.08% | 1.84 CHF | 1.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'220 CHF | 55'820 CHF | 99.98% | 99.98% |
10.07.2024 | 1.13% | 1.82 CHF | 1.84 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 52'986 CHF | 53'586 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 1.69 CHF | 1.71 CHF | 30'000 | 30'000 | 29'933 | 29'933 | 51'251 CHF | 51'851 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 1.67 CHF | 1.69 CHF | 30'000 | 30'000 | 29'948 | 29'948 | 51'104 CHF | 51'704 CHF | 99.72% | 99.72% |
05.07.2024 | 1.27% | 1.51 CHF | 1.53 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'792 CHF | 47'392 CHF | 100.00% | 100.00% |
04.07.2024 | 1.28% | 1.56 CHF | 1.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 46'537 CHF | 47'137 CHF | 100.00% | 100.00% |
03.07.2024 | 1.41% | 1.43 CHF | 1.45 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 42'381 CHF | 42'981 CHF | 100.00% | 100.00% |
02.07.2024 | 1.31% | 1.56 CHF | 1.58 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 45'537 CHF | 46'137 CHF | 100.00% | 100.00% |