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 | 1.73% | 1.09 CHF | 1.11 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'346 CHF | 34'946 CHF | 100.00% | 100.00% |
12.07.2024 | 1.80% | 1.12 CHF | 1.14 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 33'014 CHF | 33'614 CHF | 100.00% | 100.00% |
11.07.2024 | 1.70% | 1.17 CHF | 1.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 35'079 CHF | 35'679 CHF | 99.98% | 99.98% |
10.07.2024 | 1.79% | 1.15 CHF | 1.17 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 33'181 CHF | 33'781 CHF | 100.00% | 100.00% |
09.07.2024 | 1.87% | 1.04 CHF | 1.06 CHF | 30'000 | 30'000 | 30'158 | 30'158 | 32'012 CHF | 32'616 CHF | 100.00% | 100.00% |
08.07.2024 | 1.88% | 1.02 CHF | 1.04 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 42'202 CHF | 43'002 CHF | 100.00% | 100.00% |
05.07.2024 | 2.12% | 0.89 CHF | 0.91 CHF | 40'000 | 40'000 | 39'996 | 39'996 | 37'391 CHF | 38'191 CHF | 100.00% | 100.00% |
04.07.2024 | 2.13% | 0.94 CHF | 0.96 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 37'169 CHF | 37'969 CHF | 100.00% | 100.00% |
03.07.2024 | 2.41% | 0.83 CHF | 0.85 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 32'816 CHF | 33'616 CHF | 99.95% | 99.95% |
02.07.2024 | 2.18% | 0.94 CHF | 0.96 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'286 CHF | 37'086 CHF | 100.00% | 100.00% |