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 | 1.75% | 1.73 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'000 CHF | 86'500 CHF | 100.00% | 100.00% |
12.07.2024 | 1.78% | 1.74 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'534 CHF | 85'034 CHF | 100.00% | 100.00% |
11.07.2024 | 1.49% | 1.89 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'090 CHF | 101'590 CHF | 100.00% | 100.00% |
10.07.2024 | 1.49% | 2.07 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'837 CHF | 101'337 CHF | 100.00% | 100.00% |
09.07.2024 | 1.70% | 1.76 CHF | 1.79 CHF | 60'000 | 60'000 | 59'851 | 59'851 | 105'225 CHF | 107'025 CHF | 100.00% | 100.00% |
08.07.2024 | 1.93% | 1.55 CHF | 1.58 CHF | 60'000 | 60'000 | 59'885 | 59'885 | 92'384 CHF | 94'184 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 1.56 CHF | 1.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 92'125 CHF | 93'925 CHF | 99.93% | 99.93% |
04.07.2024 | 1.95% | 1.53 CHF | 1.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 91'487 CHF | 93'287 CHF | 100.00% | 100.00% |
03.07.2024 | 2.10% | 1.41 CHF | 1.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 84'631 CHF | 86'431 CHF | 100.00% | 100.00% |
02.07.2024 | 2.89% | 1.23 CHF | 1.26 CHF | 60'000 | 60'000 | 54'735 | 54'735 | 65'464 CHF | 67'264 CHF | 100.00% | 100.00% |