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 | 2.69% | 3.24 CHF | 3.29 CHF | 20'000 | 10'000 | 20'000 | 7'772 | 65'841 CHF | 26'216 CHF | 99.31% | 99.31% |
12.07.2024 | 2.77% | 3.07 CHF | 3.11 CHF | 20'000 | 20'000 | 20'000 | 9'907 | 59'587 CHF | 30'473 CHF | 99.63% | 99.63% |
11.07.2024 | 2.83% | 2.77 CHF | 2.81 CHF | 20'000 | 20'000 | 20'000 | 10'071 | 58'366 CHF | 29'772 CHF | 93.15% | 93.15% |
10.07.2024 | 3.02% | 2.79 CHF | 2.84 CHF | 20'000 | 10'000 | 20'000 | 7'837 | 57'530 CHF | 23'064 CHF | 80.02% | 80.02% |
09.07.2024 | 2.80% | 3.07 CHF | 3.12 CHF | 20'000 | 10'000 | 20'000 | 7'769 | 65'455 CHF | 26'055 CHF | 99.54% | 99.54% |
08.07.2024 | 2.77% | 3.53 CHF | 3.59 CHF | 20'000 | 10'000 | 20'000 | 6'068 | 73'892 CHF | 22'962 CHF | 99.61% | 99.61% |
05.07.2024 | 2.73% | 3.73 CHF | 3.78 CHF | 20'000 | 10'000 | 20'000 | 6'088 | 72'908 CHF | 22'755 CHF | 98.31% | 98.31% |
04.07.2024 | 2.71% | 3.68 CHF | 3.73 CHF | 20'000 | 10'000 | 20'000 | 6'212 | 72'381 CHF | 23'081 CHF | 88.23% | 88.23% |
03.07.2024 | 2.75% | 3.63 CHF | 3.69 CHF | 20'000 | 10'000 | 20'000 | 7'776 | 71'268 CHF | 28'486 CHF | 99.63% | 99.63% |
02.07.2024 | 2.86% | 3.25 CHF | 3.30 CHF | 20'000 | 10'000 | 20'000 | 7'768 | 60'967 CHF | 24'427 CHF | 99.54% | 99.54% |