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 | 0.99% | 1.33 CHF | 1.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'533 CHF | 19'726 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 1.27 CHF | 1.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'051 CHF | 19'236 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'756 CHF | 18'906 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'200 CHF | 19'350 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'751 CHF | 18'901 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 18'337 CHF | 18'487 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 19'730 CHF | 19'880 CHF | 100.00% | 100.00% |
04.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'415 CHF | 20'565 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'675 CHF | 20'825 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 15'000 | 15'000 | 12'010 | 12'010 | 16'796 CHF | 16'916 CHF | 100.00% | 100.00% |