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 | 1.22% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'441 CHF | 20'691 CHF | 100.00% | 100.00% |
12.07.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'092 CHF | 20'342 CHF | 98.40% | 98.40% |
11.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'493 CHF | 18'743 CHF | 98.57% | 98.57% |
10.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'124 CHF | 18'374 CHF | 99.77% | 99.77% |
09.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'634 CHF | 18'884 CHF | 100.00% | 100.00% |
08.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'809 CHF | 19'059 CHF | 98.98% | 98.98% |
05.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'414 CHF | 19'664 CHF | 100.00% | 100.00% |
04.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'438 CHF | 18'688 CHF | 98.16% | 98.16% |
03.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'329 CHF | 18'579 CHF | 100.00% | 100.00% |
02.07.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'090 CHF | 17'340 CHF | 100.00% | 100.00% |