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% | 1.49 CHF | 1.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 60'806 CHF | 62'006 CHF | 100.00% | 100.00% |
12.07.2024 | 2.01% | 1.51 CHF | 1.54 CHF | 40'000 | 40'000 | 39'999 | 39'999 | 59'237 CHF | 60'437 CHF | 100.00% | 100.00% |
11.07.2024 | 1.98% | 1.52 CHF | 1.55 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 59'919 CHF | 61'119 CHF | 100.00% | 100.00% |
10.07.2024 | 2.03% | 1.49 CHF | 1.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 58'626 CHF | 59'826 CHF | 100.00% | 100.00% |
09.07.2024 | 2.02% | 1.45 CHF | 1.48 CHF | 40'000 | 40'000 | 39'856 | 39'856 | 58'877 CHF | 60'077 CHF | 99.74% | 99.74% |
08.07.2024 | 1.99% | 1.49 CHF | 1.52 CHF | 40'000 | 40'000 | 39'933 | 39'933 | 59'795 CHF | 60'995 CHF | 99.27% | 99.27% |
05.07.2024 | 2.06% | 1.46 CHF | 1.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 57'588 CHF | 58'788 CHF | 100.00% | 100.00% |
04.07.2024 | 2.11% | 1.41 CHF | 1.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 56'227 CHF | 57'427 CHF | 99.61% | 99.61% |
03.07.2024 | 2.15% | 1.39 CHF | 1.42 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 55'273 CHF | 56'473 CHF | 100.00% | 100.00% |
02.07.2024 | 2.25% | 1.33 CHF | 1.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 52'709 CHF | 53'909 CHF | 100.00% | 100.00% |