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 | 0.80% | 1.40 CHF | 1.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'037 CHF | 22'214 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 1.43 CHF | 1.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'063 CHF | 21'247 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'557 CHF | 22'712 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'360 CHF | 28'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 27'126 CHF | 27'326 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 26'887 CHF | 27'087 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'873 CHF | 24'073 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'458 CHF | 29'708 CHF | 100.00% | 100.00% |
03.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 20'760 CHF | 20'960 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 20'000 | 20'000 | 17'009 | 17'009 | 19'456 CHF | 19'626 CHF | 100.00% | 100.00% |