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 | 2.23% | 1.31 CHF | 1.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 53'293 CHF | 54'493 CHF | 99.99% | 99.99% |
12.07.2024 | 2.29% | 1.33 CHF | 1.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 51'824 CHF | 53'024 CHF | 100.00% | 100.00% |
11.07.2024 | 2.26% | 1.34 CHF | 1.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 52'493 CHF | 53'693 CHF | 100.00% | 100.00% |
10.07.2024 | 2.31% | 1.30 CHF | 1.33 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 51'254 CHF | 52'454 CHF | 100.00% | 100.00% |
09.07.2024 | 2.31% | 1.26 CHF | 1.29 CHF | 40'000 | 40'000 | 39'857 | 39'857 | 51'489 CHF | 52'689 CHF | 99.74% | 99.74% |
08.07.2024 | 2.27% | 1.30 CHF | 1.33 CHF | 40'000 | 40'000 | 39'930 | 39'930 | 52'309 CHF | 53'509 CHF | 99.27% | 99.27% |
05.07.2024 | 2.36% | 1.27 CHF | 1.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 50'183 CHF | 51'383 CHF | 100.00% | 100.00% |
04.07.2024 | 2.42% | 1.23 CHF | 1.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 48'938 CHF | 50'138 CHF | 99.61% | 99.61% |
03.07.2024 | 2.47% | 1.20 CHF | 1.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 47'960 CHF | 49'160 CHF | 100.00% | 100.00% |
02.07.2024 | 2.60% | 1.15 CHF | 1.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'476 CHF | 46'676 CHF | 100.00% | 100.00% |