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 | 1.30% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'307 CHF | 15'507 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'213 CHF | 15'413 CHF | 98.41% | 98.41% |
11.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'647 CHF | 14'847 CHF | 95.96% | 95.96% |
10.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'020 CHF | 14'220 CHF | 99.79% | 99.79% |
09.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'513 CHF | 13'713 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'004 CHF | 14'204 CHF | 98.99% | 98.99% |
05.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'602 CHF | 14'802 CHF | 100.00% | 100.00% |
04.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'034 CHF | 14'234 CHF | 98.16% | 98.16% |
03.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'748 CHF | 13'948 CHF | 100.00% | 100.00% |
02.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'407 CHF | 13'607 CHF | 100.00% | 100.00% |