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 | 1.78% | 1.44 CHF | 1.47 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 61'174 CHF | 11'677 CHF | 92.96% | 92.96% |
12.07.2024 | 1.69% | 1.56 CHF | 1.59 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 63'576 CHF | 12'124 CHF | 99.01% | 99.01% |
11.07.2024 | 1.76% | 1.54 CHF | 1.57 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 61'302 CHF | 11'699 CHF | 97.05% | 97.05% |
10.07.2024 | 1.27% | 1.39 CHF | 1.40 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 54'510 CHF | 10'352 CHF | 100.00% | 100.00% |
09.07.2024 | 1.20% | 1.39 CHF | 1.41 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 54'520 CHF | 10'346 CHF | 100.00% | 100.00% |
08.07.2024 | 1.27% | 1.35 CHF | 1.36 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 53'588 CHF | 10'176 CHF | 99.77% | 99.77% |
05.07.2024 | 1.32% | 1.33 CHF | 1.35 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 52'749 CHF | 10'021 CHF | 98.81% | 98.81% |
04.07.2024 | 1.26% | 1.29 CHF | 1.31 CHF | 40'000 | 7'500 | 40'836 | 7'500 | 52'096 CHF | 9'701 CHF | 100.00% | 100.00% |
03.07.2024 | 1.29% | 1.17 CHF | 1.18 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 58'449 CHF | 8'881 CHF | 99.73% | 99.73% |
02.07.2024 | 1.39% | 1.14 CHF | 1.16 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 56'554 CHF | 8'602 CHF | 100.00% | 100.00% |