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 | 1.38% | 1.93 CHF | 1.95 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 60'746 CHF | 15'397 CHF | 92.98% | 92.98% |
12.07.2024 | 1.31% | 2.06 CHF | 2.09 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 62'704 CHF | 15'883 CHF | 99.01% | 99.01% |
11.07.2024 | 1.32% | 2.03 CHF | 2.06 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 60'805 CHF | 15'403 CHF | 97.35% | 97.35% |
10.07.2024 | 1.45% | 1.86 CHF | 1.89 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 55'049 CHF | 13'963 CHF | 100.00% | 100.00% |
09.07.2024 | 1.45% | 1.86 CHF | 1.89 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 55'059 CHF | 13'967 CHF | 100.00% | 100.00% |
08.07.2024 | 1.50% | 1.83 CHF | 1.86 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 54'607 CHF | 13'858 CHF | 99.80% | 99.80% |
05.07.2024 | 1.48% | 1.81 CHF | 1.83 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 53'878 CHF | 13'670 CHF | 98.81% | 98.81% |
04.07.2024 | 1.47% | 1.77 CHF | 1.79 CHF | 30'000 | 7'500 | 30'425 | 7'500 | 53'157 CHF | 13'308 CHF | 100.00% | 100.00% |
03.07.2024 | 1.61% | 1.62 CHF | 1.65 CHF | 40'000 | 7'500 | 39'372 | 7'500 | 63'901 CHF | 12'376 CHF | 99.73% | 99.73% |
02.07.2024 | 1.68% | 1.59 CHF | 1.62 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 63'197 CHF | 12'050 CHF | 100.00% | 100.00% |