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 | 1.23% | 0.82 CHF | 0.83 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 24'220 CHF | 24'520 CHF | 100.00% | 100.00% |
12.07.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'102 CHF | 26'452 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 24'217 CHF | 24'517 CHF | 100.00% | 100.00% |
10.07.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 22'808 CHF | 23'108 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 25'225 CHF | 25'525 CHF | 100.00% | 100.00% |
08.07.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 24'050 CHF | 24'350 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 28'365 CHF | 28'715 CHF | 100.00% | 100.00% |
04.07.2024 | 1.28% | 0.75 CHF | 0.76 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 27'325 CHF | 27'675 CHF | 100.00% | 100.00% |
03.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 27'449 CHF | 27'799 CHF | 100.00% | 100.00% |
02.07.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 25'634 CHF | 25'984 CHF | 100.00% | 100.00% |