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 | 0.55% | 1.84 CHF | 1.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'544 CHF | 36'744 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'259 CHF | 38'459 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'924 CHF | 35'124 CHF | 100.00% | 100.00% |
10.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'345 CHF | 36'545 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.84 CHF | 1.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'282 CHF | 28'450 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 2.27 CHF | 2.28 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'318 CHF | 35'500 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 2.36 CHF | 2.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'402 CHF | 37'600 CHF | 100.00% | 100.00% |
04.07.2024 | 0.47% | 2.57 CHF | 2.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'121 CHF | 37'297 CHF | 100.00% | 100.00% |
03.07.2024 | 0.47% | 2.29 CHF | 2.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'239 CHF | 34'399 CHF | 100.00% | 100.00% |
02.07.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 31'585 CHF | 31'739 CHF | 100.00% | 100.00% |