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 | 2.09% | 1.11 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'469 CHF | 29'072 CHF | 99.72% | 99.72% |
12.07.2024 | 2.23% | 1.17 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'039 CHF | 29'692 CHF | 99.01% | 99.01% |
11.07.2024 | 2.35% | 1.16 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'365 CHF | 29'038 CHF | 99.09% | 99.09% |
10.07.2024 | 2.13% | 1.16 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'788 CHF | 29'406 CHF | 100.00% | 100.00% |
09.07.2024 | 2.05% | 1.15 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'425 CHF | 29'013 CHF | 100.00% | 100.00% |
08.07.2024 | 2.24% | 1.14 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'301 CHF | 27'919 CHF | 100.00% | 100.00% |
05.07.2024 | 2.46% | 1.07 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'033 CHF | 26'682 CHF | 95.71% | 95.71% |
04.07.2024 | 2.49% | 1.04 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'563 CHF | 25'179 CHF | 98.19% | 98.19% |
03.07.2024 | 1.87% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 78'841 | 50'000 | 55'717 CHF | 36'011 CHF | 100.00% | 100.00% |
02.07.2024 | 1.97% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'706 | 50'000 | 52'868 CHF | 33'421 CHF | 100.00% | 100.00% |