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 | 1.36% | 2.11 CHF | 2.14 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 65'752 CHF | 11'109 CHF | 99.48% | 99.48% |
12.07.2024 | 1.38% | 1.99 CHF | 2.02 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 64'932 CHF | 10'972 CHF | 99.50% | 99.50% |
11.07.2024 | 1.45% | 2.08 CHF | 2.11 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 61'605 CHF | 10'418 CHF | 99.25% | 99.25% |
10.07.2024 | 1.57% | 1.93 CHF | 1.96 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'812 CHF | 19'237 CHF | 99.56% | 99.56% |
09.07.2024 | 1.08% | 1.89 CHF | 1.91 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 55'248 CHF | 18'616 CHF | 99.48% | 99.48% |
08.07.2024 | 1.15% | 1.78 CHF | 1.80 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'963 CHF | 17'521 CHF | 99.57% | 99.57% |
05.07.2024 | 1.11% | 1.80 CHF | 1.82 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 53'901 CHF | 18'167 CHF | 98.48% | 98.48% |
04.07.2024 | 1.56% | 1.85 CHF | 1.88 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 57'179 CHF | 9'680 CHF | 98.57% | 98.57% |
03.07.2024 | 1.49% | 1.88 CHF | 1.91 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 60'095 CHF | 10'166 CHF | 99.57% | 99.57% |
02.07.2024 | 1.33% | 2.24 CHF | 2.27 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 67'410 CHF | 11'385 CHF | 98.82% | 98.82% |