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 | 1.63% | 1.15 CHF | 1.16 CHF | 40'000 | 40'000 | 18'227 | 18'227 | 20'322 CHF | 20'607 CHF | 99.11% | 99.11% |
12.07.2024 | 1.89% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 26'025 | 26'025 | 25'235 CHF | 25'650 CHF | 99.98% | 99.98% |
11.07.2024 | 1.94% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 26'043 | 26'043 | 24'206 CHF | 24'622 CHF | 99.91% | 99.91% |
10.07.2024 | 2.06% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 26'044 | 26'044 | 22'396 CHF | 22'812 CHF | 99.90% | 99.90% |
09.07.2024 | 1.95% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 26'045 | 26'045 | 23'608 CHF | 24'024 CHF | 99.99% | 99.99% |
08.07.2024 | 2.08% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 26'059 | 26'059 | 22'961 CHF | 23'377 CHF | 100.00% | 100.00% |
05.07.2024 | 2.13% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 26'056 | 26'056 | 21'710 CHF | 22'126 CHF | 99.90% | 99.90% |
04.07.2024 | 2.33% | 0.85 CHF | 0.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'959 CHF | 17'359 CHF | 99.54% | 99.54% |
03.07.2024 | 1.94% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 26'056 | 26'056 | 23'797 CHF | 24'213 CHF | 100.00% | 100.00% |
02.07.2024 | 2.16% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 26'091 | 26'091 | 21'976 CHF | 22'392 CHF | 100.00% | 100.00% |