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 | 1.92% | 1.61 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'953 CHF | 41'746 CHF | 98.73% | 98.73% |
12.07.2024 | 1.86% | 1.63 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'939 CHF | 40'689 CHF | 99.38% | 99.38% |
11.07.2024 | 1.84% | 1.64 CHF | 1.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'405 CHF | 41'155 CHF | 99.16% | 99.16% |
10.07.2024 | 1.88% | 1.60 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'529 CHF | 40'279 CHF | 94.20% | 94.20% |
09.07.2024 | 1.87% | 1.56 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'811 CHF | 40'561 CHF | 100.00% | 100.00% |
08.07.2024 | 2.00% | 1.60 CHF | 1.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'304 CHF | 41'117 CHF | 90.51% | 90.51% |
05.07.2024 | 2.12% | 1.57 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'746 CHF | 39'575 CHF | 99.62% | 99.62% |
04.07.2024 | 1.97% | 1.52 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'781 CHF | 38'531 CHF | 100.00% | 100.00% |
03.07.2024 | 2.00% | 1.49 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'086 CHF | 37'836 CHF | 99.73% | 99.73% |
02.07.2024 | 2.10% | 1.43 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'364 CHF | 36'114 CHF | 100.00% | 100.00% |