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 | 1.32% | 0.77 CHF | 0.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'364 CHF | 16'581 CHF | 100.00% | 100.00% |
12.07.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'091 CHF | 16'295 CHF | 100.00% | 100.00% |
11.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'838 CHF | 15'038 CHF | 100.00% | 100.00% |
10.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'530 CHF | 14'730 CHF | 100.00% | 100.00% |
09.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'935 CHF | 15'135 CHF | 100.00% | 100.00% |
08.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'088 CHF | 15'288 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'545 CHF | 15'745 CHF | 100.00% | 100.00% |
04.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'803 CHF | 15'003 CHF | 100.00% | 100.00% |
03.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'333 CHF | 18'583 CHF | 100.00% | 100.00% |
02.07.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 25'000 | 25'000 | 22'004 | 22'004 | 15'138 CHF | 15'358 CHF | 99.81% | 99.81% |