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 | 2.63% | 1.10 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'116 CHF | 28'866 CHF | 98.73% | 98.73% |
12.07.2024 | 3.05% | 1.12 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'058 CHF | 27'897 CHF | 99.38% | 99.38% |
11.07.2024 | 2.84% | 1.13 CHF | 1.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'572 CHF | 28'364 CHF | 99.15% | 99.15% |
10.07.2024 | 3.01% | 1.09 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'633 CHF | 27'447 CHF | 94.20% | 94.20% |
09.07.2024 | 2.92% | 1.04 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'916 CHF | 27'712 CHF | 100.00% | 100.00% |
08.07.2024 | 2.69% | 1.09 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'511 CHF | 28'261 CHF | 90.51% | 90.51% |
05.07.2024 | 2.14% | 1.06 CHF | 1.09 CHF | 25'000 | 25'000 | 43'559 | 43'559 | 45'313 CHF | 46'249 CHF | 99.62% | 99.62% |
04.07.2024 | 1.97% | 1.01 CHF | 1.03 CHF | 50'000 | 50'000 | 51'164 | 50'000 | 51'311 CHF | 51'181 CHF | 100.00% | 100.00% |
03.07.2024 | 2.03% | 0.98 CHF | 1.00 CHF | 60'000 | 50'000 | 58'905 | 50'000 | 57'466 CHF | 49'801 CHF | 99.73% | 99.73% |
02.07.2024 | 2.18% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'431 CHF | 46'360 CHF | 100.00% | 100.00% |