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 | 2.70% | 1.05 CHF | 1.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'950 CHF | 22'550 CHF | 99.99% | 99.99% |
12.07.2024 | 2.99% | 1.08 CHF | 1.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'787 CHF | 20'387 CHF | 100.00% | 100.00% |
11.07.2024 | 3.06% | 0.98 CHF | 1.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'291 CHF | 19'891 CHF | 99.96% | 99.99% |
10.07.2024 | 3.26% | 0.93 CHF | 0.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'111 CHF | 18'711 CHF | 100.00% | 100.00% |
09.07.2024 | 3.36% | 0.89 CHF | 0.92 CHF | 20'000 | 20'000 | 19'935 | 19'935 | 17'631 CHF | 18'231 CHF | 99.99% | 99.99% |
08.07.2024 | 3.40% | 0.87 CHF | 0.90 CHF | 20'000 | 20'000 | 19'965 | 19'965 | 17'400 CHF | 18'000 CHF | 100.00% | 100.00% |
05.07.2024 | 3.23% | 0.92 CHF | 0.95 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'257 CHF | 18'857 CHF | 100.00% | 100.00% |
04.07.2024 | 3.52% | 0.87 CHF | 0.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'739 CHF | 17'339 CHF | 100.00% | 100.00% |
03.07.2024 | 4.16% | 0.76 CHF | 0.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'151 CHF | 14'751 CHF | 100.00% | 100.00% |
02.07.2024 | 4.67% | 0.69 CHF | 0.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 12'583 CHF | 13'183 CHF | 100.00% | 100.00% |