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 | 3.30% | 1.80 CHF | 1.83 CHF | 30'000 | 20'000 | 30'000 | 11'878 | 55'054 CHF | 22'387 CHF | 99.33% | 99.33% |
12.07.2024 | 3.43% | 1.68 CHF | 1.71 CHF | 30'000 | 25'000 | 38'449 | 13'204 | 62'301 CHF | 22'271 CHF | 99.62% | 99.62% |
11.07.2024 | 3.53% | 1.48 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 12'280 | 63'249 CHF | 19'879 CHF | 93.11% | 93.11% |
10.07.2024 | 3.88% | 1.49 CHF | 1.52 CHF | 40'000 | 20'000 | 37'821 | 12'332 | 58'324 CHF | 19'617 CHF | 80.03% | 80.03% |
09.07.2024 | 3.48% | 1.69 CHF | 1.72 CHF | 30'000 | 20'000 | 30'000 | 11'863 | 54'839 CHF | 22'223 CHF | 99.49% | 99.49% |
08.07.2024 | 3.46% | 2.02 CHF | 2.06 CHF | 30'000 | 20'000 | 30'000 | 10'171 | 64'030 CHF | 22'312 CHF | 99.61% | 99.61% |
05.07.2024 | 3.37% | 2.16 CHF | 2.20 CHF | 30'000 | 20'000 | 30'000 | 10'219 | 63'005 CHF | 22'107 CHF | 98.31% | 98.31% |
04.07.2024 | 3.38% | 2.12 CHF | 2.16 CHF | 30'000 | 20'000 | 30'000 | 10'530 | 62'416 CHF | 22'629 CHF | 88.23% | 88.23% |
03.07.2024 | 3.43% | 2.09 CHF | 2.13 CHF | 30'000 | 20'000 | 30'000 | 11'886 | 61'203 CHF | 25'114 CHF | 99.63% | 99.63% |
02.07.2024 | 3.60% | 1.83 CHF | 1.86 CHF | 30'000 | 20'000 | 36'917 | 11'840 | 61'913 CHF | 20'811 CHF | 99.18% | 99.18% |