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 | 1.16% | 2.62 CHF | 2.65 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 103'247 CHF | 104'447 CHF | 100.00% | 100.00% |
12.07.2024 | 1.17% | 2.63 CHF | 2.66 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 101'611 CHF | 102'811 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 2.83 CHF | 2.86 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 118'383 CHF | 119'583 CHF | 99.97% | 99.97% |
10.07.2024 | 1.01% | 3.04 CHF | 3.07 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 118'162 CHF | 119'362 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 2.62 CHF | 2.65 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 105'342 CHF | 106'542 CHF | 99.99% | 99.99% |
08.07.2024 | 1.26% | 2.38 CHF | 2.41 CHF | 40'000 | 40'000 | 39'933 | 39'933 | 94'484 CHF | 95'684 CHF | 100.00% | 100.00% |
05.07.2024 | 1.27% | 2.39 CHF | 2.42 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 94'261 CHF | 95'461 CHF | 99.92% | 99.92% |
04.07.2024 | 1.27% | 2.34 CHF | 2.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'687 CHF | 94'887 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 2.20 CHF | 2.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 87'166 CHF | 88'366 CHF | 100.00% | 100.00% |
02.07.2024 | 1.85% | 1.93 CHF | 1.96 CHF | 40'000 | 40'000 | 36'491 | 36'491 | 68'536 CHF | 69'736 CHF | 100.00% | 100.00% |