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 | 1.78% | 1.70 CHF | 1.73 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 66'736 CHF | 67'936 CHF | 99.99% | 99.99% |
12.07.2024 | 1.82% | 1.71 CHF | 1.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'485 CHF | 66'685 CHF | 100.00% | 100.00% |
11.07.2024 | 1.48% | 1.89 CHF | 1.92 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 80'579 CHF | 81'779 CHF | 100.00% | 100.00% |
10.07.2024 | 1.49% | 2.10 CHF | 2.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 80'107 CHF | 81'307 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 1.72 CHF | 1.75 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 68'795 CHF | 69'995 CHF | 100.00% | 100.00% |
08.07.2024 | 2.01% | 1.49 CHF | 1.52 CHF | 40'000 | 40'000 | 39'930 | 39'930 | 59'250 CHF | 60'450 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 1.50 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'582 CHF | 75'082 CHF | 99.92% | 99.92% |
04.07.2024 | 2.04% | 1.46 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'930 CHF | 74'430 CHF | 100.00% | 100.00% |
03.07.2024 | 2.23% | 1.34 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'615 CHF | 68'115 CHF | 100.00% | 100.00% |
02.07.2024 | 3.18% | 1.13 CHF | 1.16 CHF | 60'000 | 60'000 | 54'737 | 54'737 | 59'357 CHF | 61'157 CHF | 100.00% | 100.00% |