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 | 2.05% | 1.43 CHF | 1.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'301 CHF | 37'051 CHF | 98.72% | 98.72% |
12.07.2024 | 2.30% | 1.45 CHF | 1.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'239 CHF | 36'058 CHF | 99.38% | 99.38% |
11.07.2024 | 2.08% | 1.46 CHF | 1.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'732 CHF | 36'482 CHF | 99.16% | 99.16% |
10.07.2024 | 2.13% | 1.41 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'854 CHF | 35'604 CHF | 94.20% | 94.20% |
09.07.2024 | 2.25% | 1.37 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'116 CHF | 35'916 CHF | 100.00% | 100.00% |
08.07.2024 | 2.33% | 1.41 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'617 CHF | 36'456 CHF | 90.51% | 90.51% |
05.07.2024 | 2.18% | 1.39 CHF | 1.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'098 CHF | 34'848 CHF | 99.62% | 99.62% |
04.07.2024 | 2.52% | 1.33 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'090 CHF | 33'936 CHF | 100.00% | 100.00% |
03.07.2024 | 2.28% | 1.31 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'497 CHF | 33'247 CHF | 99.73% | 99.73% |
02.07.2024 | 2.41% | 1.24 CHF | 1.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'733 CHF | 31'483 CHF | 100.00% | 100.00% |