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 | 1.54% | 1.91 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'301 CHF | 49'051 CHF | 98.73% | 98.73% |
12.07.2024 | 1.72% | 1.93 CHF | 1.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'239 CHF | 48'058 CHF | 99.38% | 99.38% |
11.07.2024 | 1.56% | 1.94 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'732 CHF | 48'482 CHF | 99.16% | 99.16% |
10.07.2024 | 1.59% | 1.89 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'854 CHF | 47'604 CHF | 94.20% | 94.20% |
09.07.2024 | 1.68% | 1.85 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'116 CHF | 47'916 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 1.89 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'617 CHF | 48'456 CHF | 90.51% | 90.51% |
05.07.2024 | 1.66% | 1.87 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'075 CHF | 46'848 CHF | 99.62% | 99.62% |
04.07.2024 | 1.65% | 1.81 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'090 CHF | 45'840 CHF | 100.00% | 100.00% |
03.07.2024 | 1.68% | 1.78 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'401 CHF | 45'151 CHF | 99.73% | 99.73% |
02.07.2024 | 1.74% | 1.72 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'680 CHF | 43'430 CHF | 100.00% | 100.00% |