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 | 1.27% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 26'040 | 26'040 | 36'896 CHF | 37'312 CHF | 99.46% | 99.46% |
12.07.2024 | 1.48% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 25'997 | 25'997 | 37'200 CHF | 37'688 CHF | 98.80% | 98.80% |
11.07.2024 | 1.46% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 25'854 | 25'854 | 41'041 CHF | 41'564 CHF | 98.63% | 98.63% |
10.07.2024 | 1.48% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 25'902 | 25'902 | 40'982 CHF | 41'505 CHF | 99.17% | 99.17% |
09.07.2024 | 1.52% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 25'839 | 25'839 | 39'511 CHF | 40'028 CHF | 99.11% | 99.11% |
08.07.2024 | 1.24% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 25'949 | 25'949 | 37'592 CHF | 38'008 CHF | 99.50% | 99.50% |
05.07.2024 | 1.43% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 24'548 | 24'548 | 32'172 CHF | 32'575 CHF | 99.36% | 99.36% |
04.07.2024 | 1.49% | 1.34 CHF | 1.36 CHF | 20'000 | 20'000 | 19'921 | 19'921 | 26'621 CHF | 27'020 CHF | 99.80% | 99.80% |
03.07.2024 | 1.26% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 26'092 | 26'092 | 36'851 CHF | 37'268 CHF | 100.00% | 100.00% |
02.07.2024 | 1.33% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 25'530 | 25'530 | 34'610 CHF | 35'015 CHF | 100.00% | 100.00% |