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 | 1.27% | 0.75 CHF | 0.76 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 27'327 CHF | 27'677 CHF | 99.51% | 99.51% |
12.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 25'435 CHF | 25'735 CHF | 99.52% | 99.52% |
11.07.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 28'702 CHF | 29'052 CHF | 99.53% | 99.53% |
10.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'212 CHF | 29'612 CHF | 99.46% | 99.52% |
09.07.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'583 CHF | 28'983 CHF | 99.47% | 99.47% |
08.07.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'056 CHF | 26'406 CHF | 99.58% | 99.58% |
05.07.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'993 CHF | 27'343 CHF | 99.56% | 99.56% |
04.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'366 CHF | 26'716 CHF | 99.50% | 99.50% |
03.07.2024 | 1.39% | 0.77 CHF | 0.78 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'566 CHF | 28'966 CHF | 99.49% | 99.55% |
02.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 24'717 CHF | 25'067 CHF | 99.48% | 99.48% |