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 | 1.42% | 2.14 CHF | 2.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 84'151 CHF | 85'351 CHF | 100.00% | 100.00% |
12.07.2024 | 1.44% | 2.15 CHF | 2.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 82'710 CHF | 83'910 CHF | 100.00% | 100.00% |
11.07.2024 | 1.21% | 2.34 CHF | 2.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'691 CHF | 99'891 CHF | 99.99% | 99.99% |
10.07.2024 | 1.21% | 2.55 CHF | 2.58 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'421 CHF | 99'621 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 2.15 CHF | 2.18 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 86'320 CHF | 87'520 CHF | 100.00% | 100.00% |
08.07.2024 | 1.57% | 1.91 CHF | 1.94 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 76'119 CHF | 77'319 CHF | 100.00% | 100.00% |
05.07.2024 | 1.57% | 1.93 CHF | 1.96 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 75'786 CHF | 76'986 CHF | 99.93% | 99.93% |
04.07.2024 | 1.58% | 1.88 CHF | 1.91 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 75'266 CHF | 76'466 CHF | 100.00% | 100.00% |
03.07.2024 | 1.71% | 1.75 CHF | 1.78 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 69'525 CHF | 70'725 CHF | 100.00% | 100.00% |
02.07.2024 | 2.37% | 1.51 CHF | 1.54 CHF | 50'000 | 50'000 | 45'613 | 45'613 | 66'704 CHF | 68'204 CHF | 100.00% | 100.00% |