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 | 3.60% | 2.68 CHF | 2.73 CHF | 50'000 | 50'000 | 34'073 | 18'714 | 84'231 CHF | 48'738 CHF | 99.32% | 99.32% |
12.07.2024 | 3.53% | 2.51 CHF | 2.56 CHF | 50'000 | 50'000 | 33'102 | 18'687 | 82'103 CHF | 47'791 CHF | 99.65% | 99.65% |
11.07.2024 | 2.83% | 2.65 CHF | 2.70 CHF | 30'000 | 30'000 | 22'178 | 11'227 | 67'827 CHF | 34'212 CHF | 99.18% | 99.18% |
10.07.2024 | 2.90% | 3.08 CHF | 3.13 CHF | 30'000 | 30'000 | 22'174 | 11'217 | 67'394 CHF | 35'179 CHF | 99.59% | 99.59% |
09.07.2024 | 2.93% | 3.08 CHF | 3.13 CHF | 30'000 | 30'000 | 22'160 | 11'183 | 67'084 CHF | 35'102 CHF | 99.49% | 99.49% |
08.07.2024 | 2.89% | 3.01 CHF | 3.06 CHF | 30'000 | 30'000 | 22'169 | 11'205 | 66'955 CHF | 34'124 CHF | 99.61% | 99.61% |
05.07.2024 | 3.21% | 3.11 CHF | 3.16 CHF | 30'000 | 30'000 | 22'201 | 11'282 | 61'884 CHF | 33'375 CHF | 98.33% | 98.33% |
04.07.2024 | 3.73% | 2.67 CHF | 2.77 CHF | 20'000 | 6'000 | 20'000 | 6'000 | 52'687 CHF | 16'406 CHF | 99.16% | 99.16% |
03.07.2024 | 3.40% | 2.62 CHF | 2.67 CHF | 50'000 | 50'000 | 26'531 | 18'690 | 67'885 CHF | 48'996 CHF | 99.65% | 99.65% |
02.07.2024 | 3.81% | 2.43 CHF | 2.48 CHF | 50'000 | 50'000 | 34'329 | 18'659 | 79'091 CHF | 44'601 CHF | 99.55% | 99.55% |