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 | 1.28% | 0.75 CHF | 0.76 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 34'831 CHF | 35'281 CHF | 99.51% | 99.51% |
12.07.2024 | 1.30% | 0.70 CHF | 0.71 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 34'340 CHF | 34'790 CHF | 99.49% | 99.49% |
11.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'164 CHF | 36'664 CHF | 99.49% | 99.49% |
10.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'346 CHF | 33'846 CHF | 99.57% | 99.57% |
09.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'300 CHF | 32'800 CHF | 99.49% | 99.49% |
08.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'380 CHF | 30'880 CHF | 99.59% | 99.59% |
05.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'495 CHF | 31'995 CHF | 99.53% | 99.53% |
04.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'461 CHF | 33'961 CHF | 99.55% | 99.55% |
03.07.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'203 CHF | 28'603 CHF | 99.59% | 99.59% |
02.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 40'000 | 40'000 | 37'019 | 37'019 | 29'182 CHF | 29'552 CHF | 99.51% | 99.51% |