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 | 1.21% | 0.90 CHF | 0.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'456 CHF | 16'656 CHF | 97.10% | 97.10% |
12.07.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 8'000 CHF | 8'100 CHF | 99.01% | 99.01% |
11.07.2024 | 1.28% | 0.72 CHF | 0.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'634 CHF | 15'834 CHF | 99.08% | 99.08% |
10.07.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'918 CHF | 17'118 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'751 CHF | 15'951 CHF | 100.00% | 100.00% |
08.07.2024 | 1.34% | 0.81 CHF | 0.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 7'433 CHF | 7'533 CHF | 100.00% | 100.00% |
05.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'392 CHF | 14'592 CHF | 98.86% | 98.86% |
04.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'489 CHF | 16'689 CHF | 100.00% | 100.00% |
03.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'216 CHF | 19'416 CHF | 82.74% | 82.74% |
02.07.2024 | 0.91% | 1.02 CHF | 1.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'888 CHF | 22'088 CHF | 100.00% | 100.00% |