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 | 1.95% | 1.30 CHF | 1.33 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 56'073 CHF | 10'721 CHF | 95.20% | 95.20% |
12.07.2024 | 1.88% | 1.44 CHF | 1.47 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 58'640 CHF | 11'204 CHF | 99.01% | 99.01% |
11.07.2024 | 1.89% | 1.41 CHF | 1.43 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 55'957 CHF | 10'692 CHF | 95.83% | 95.83% |
10.07.2024 | 2.19% | 1.23 CHF | 1.26 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 60'383 CHF | 9'258 CHF | 100.00% | 100.00% |
09.07.2024 | 2.18% | 1.24 CHF | 1.26 CHF | 50'000 | 7'500 | 49'520 | 7'500 | 59'841 CHF | 9'266 CHF | 100.00% | 100.00% |
08.07.2024 | 2.26% | 1.20 CHF | 1.23 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 59'726 CHF | 9'163 CHF | 99.59% | 99.59% |
05.07.2024 | 2.26% | 1.18 CHF | 1.21 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 58'423 CHF | 8'964 CHF | 98.81% | 98.81% |
04.07.2024 | 2.34% | 1.14 CHF | 1.17 CHF | 50'000 | 7'500 | 50'000 | 7'500 | 56'094 CHF | 8'613 CHF | 100.00% | 100.00% |
03.07.2024 | 2.61% | 1.00 CHF | 1.02 CHF | 50'000 | 7'500 | 53'266 | 7'500 | 53'157 CHF | 7'701 CHF | 99.73% | 99.73% |
02.07.2024 | 2.70% | 0.97 CHF | 1.00 CHF | 60'000 | 7'500 | 60'000 | 7'500 | 57'539 CHF | 7'389 CHF | 99.16% | 99.16% |