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 | 1.35% | 2.30 CHF | 2.31 CHF | 39'000 | 39'000 | 21'811 | 21'811 | 50'116 CHF | 50'685 CHF | 100.00% | 100.00% |
12.07.2024 | 1.37% | 2.30 CHF | 2.31 CHF | 39'000 | 39'000 | 21'889 | 21'889 | 49'704 CHF | 50'274 CHF | 100.00% | 100.00% |
11.07.2024 | 1.38% | 2.23 CHF | 2.24 CHF | 40'000 | 40'000 | 22'032 | 22'032 | 49'295 CHF | 49'867 CHF | 99.98% | 99.98% |
10.07.2024 | 1.57% | 2.07 CHF | 2.08 CHF | 40'000 | 40'000 | 21'657 | 21'657 | 43'886 CHF | 44'458 CHF | 100.00% | 100.00% |
09.07.2024 | 1.47% | 2.01 CHF | 2.02 CHF | 40'000 | 40'000 | 21'920 | 21'920 | 45'540 CHF | 46'107 CHF | 99.77% | 99.77% |
08.07.2024 | 1.47% | 2.12 CHF | 2.13 CHF | 40'000 | 40'000 | 22'099 | 22'099 | 46'650 CHF | 47'222 CHF | 99.30% | 99.30% |
05.07.2024 | 1.43% | 2.14 CHF | 2.15 CHF | 40'000 | 40'000 | 17'347 | 17'347 | 37'392 CHF | 37'777 CHF | 99.90% | 99.90% |
04.07.2024 | 1.60% | 2.19 CHF | 2.22 CHF | 20'000 | 20'000 | 17'881 | 17'881 | 39'174 CHF | 39'795 CHF | 99.64% | 99.64% |
03.07.2024 | 1.44% | 2.18 CHF | 2.19 CHF | 40'000 | 40'000 | 22'046 | 22'046 | 47'474 CHF | 48'046 CHF | 100.00% | 100.00% |
02.07.2024 | 1.52% | 2.11 CHF | 2.12 CHF | 40'000 | 40'000 | 21'186 | 21'186 | 44'512 CHF | 45'059 CHF | 100.00% | 100.00% |