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 | 1.19% | 2.82 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'147 CHF | 71'995 CHF | 99.68% | 99.68% |
12.07.2024 | 1.19% | 2.82 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'709 CHF | 69'529 CHF | 99.01% | 99.01% |
11.07.2024 | 1.17% | 2.72 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'845 CHF | 67'632 CHF | 99.00% | 99.00% |
10.07.2024 | 1.21% | 2.61 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'166 CHF | 64'949 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 2.51 CHF | 2.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'315 CHF | 65'152 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 2.54 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'165 CHF | 64'960 CHF | 100.00% | 100.00% |
05.07.2024 | 1.27% | 2.51 CHF | 2.54 CHF | 25'000 | 25'000 | 27'037 | 25'000 | 67'500 CHF | 63'234 CHF | 98.98% | 98.98% |
04.07.2024 | 1.30% | 2.40 CHF | 2.43 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'774 CHF | 60'592 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 2.33 CHF | 2.36 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 70'548 CHF | 59'600 CHF | 100.00% | 100.00% |
02.07.2024 | 1.41% | 2.26 CHF | 2.29 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'109 CHF | 55'872 CHF | 100.00% | 100.00% |