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 | 1.30% | 0.73 CHF | 0.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 30'508 CHF | 30'908 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 34'041 CHF | 34'491 CHF | 100.00% | 100.00% |
11.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 32'131 CHF | 32'581 CHF | 100.00% | 100.00% |
10.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'549 CHF | 34'049 CHF | 100.00% | 100.00% |
09.07.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 30'074 CHF | 30'524 CHF | 100.00% | 100.00% |
08.07.2024 | 1.34% | 0.68 CHF | 0.69 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 33'384 CHF | 33'834 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 30'197 CHF | 30'597 CHF | 100.00% | 100.00% |
04.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 33'903 CHF | 34'353 CHF | 100.00% | 100.00% |
03.07.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'654 CHF | 35'154 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 47'010 | 47'010 | 30'137 CHF | 30'607 CHF | 100.00% | 100.00% |