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 | 2.34% | 1.24 CHF | 1.27 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 50'616 CHF | 51'816 CHF | 100.00% | 100.00% |
12.07.2024 | 2.41% | 1.26 CHF | 1.29 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 49'251 CHF | 50'451 CHF | 100.00% | 100.00% |
11.07.2024 | 2.38% | 1.27 CHF | 1.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 49'911 CHF | 51'111 CHF | 100.00% | 100.00% |
10.07.2024 | 2.43% | 1.24 CHF | 1.27 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 48'806 CHF | 50'006 CHF | 100.00% | 100.00% |
09.07.2024 | 2.43% | 1.20 CHF | 1.23 CHF | 40'000 | 40'000 | 39'854 | 39'854 | 49'006 CHF | 50'206 CHF | 99.75% | 99.75% |
08.07.2024 | 2.37% | 1.24 CHF | 1.27 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 50'031 CHF | 51'231 CHF | 99.27% | 99.27% |
05.07.2024 | 2.46% | 1.23 CHF | 1.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 48'194 CHF | 49'394 CHF | 100.00% | 100.00% |
04.07.2024 | 2.52% | 1.18 CHF | 1.21 CHF | 50'000 | 50'000 | 47'364 | 47'364 | 55'561 CHF | 56'982 CHF | 99.57% | 99.57% |
03.07.2024 | 2.59% | 1.16 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'184 CHF | 58'684 CHF | 100.00% | 100.00% |
02.07.2024 | 2.72% | 1.09 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'317 CHF | 55'817 CHF | 100.00% | 100.00% |