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 | 0.85% | 1.16 CHF | 1.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'522 CHF | 23'722 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'693 CHF | 24'893 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 24'924 CHF | 25'124 CHF | 100.00% | 100.00% |
10.07.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'739 CHF | 28'989 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'988 CHF | 30'238 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'220 CHF | 23'420 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.23 CHF | 1.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'785 CHF | 25'985 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'944 CHF | 28'144 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'748 CHF | 32'998 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'023 CHF | 23'223 CHF | 100.00% | 100.00% |