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 | 2.59% | 1.02 CHF | 1.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'136 CHF | 26'822 CHF | 99.72% | 99.72% |
12.07.2024 | 2.16% | 1.08 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'789 CHF | 27'372 CHF | 99.01% | 99.01% |
11.07.2024 | 2.55% | 1.07 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'115 CHF | 26'788 CHF | 99.08% | 99.08% |
10.07.2024 | 2.31% | 1.07 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'538 CHF | 27'156 CHF | 100.00% | 100.00% |
09.07.2024 | 2.22% | 1.06 CHF | 1.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'175 CHF | 26'763 CHF | 100.00% | 100.00% |
08.07.2024 | 2.44% | 1.05 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'051 CHF | 25'669 CHF | 100.00% | 100.00% |
05.07.2024 | 2.69% | 0.98 CHF | 1.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'783 CHF | 24'432 CHF | 95.71% | 95.71% |
04.07.2024 | 2.74% | 0.95 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'313 CHF | 22'929 CHF | 98.19% | 98.19% |
03.07.2024 | 2.14% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 88'841 | 50'000 | 54'790 CHF | 31'511 CHF | 100.00% | 100.00% |
02.07.2024 | 2.28% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 91'835 | 50'000 | 51'870 CHF | 28'921 CHF | 100.00% | 100.00% |