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 | 1.63% | 1.00 CHF | 1.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'784 CHF | 20'109 CHF | 100.00% | 100.00% |
12.07.2024 | 1.58% | 1.02 CHF | 1.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 20'375 CHF | 20'700 CHF | 100.00% | 100.00% |
11.07.2024 | 1.42% | 1.05 CHF | 1.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 20'733 CHF | 21'029 CHF | 71.60% | 71.60% |
10.07.2024 | 1.57% | 1.03 CHF | 1.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 20'565 CHF | 20'891 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 1.05 CHF | 1.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'124 CHF | 21'450 CHF | 100.00% | 100.00% |
08.07.2024 | 1.50% | 1.07 CHF | 1.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'555 CHF | 21'880 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 1.13 CHF | 1.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 22'151 CHF | 22'477 CHF | 100.00% | 100.00% |
04.07.2024 | 1.47% | 1.10 CHF | 1.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 22'000 CHF | 22'326 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 1.10 CHF | 1.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'756 CHF | 22'082 CHF | 100.00% | 100.00% |
02.07.2024 | 1.50% | 1.08 CHF | 1.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'531 CHF | 21'856 CHF | 100.00% | 100.00% |