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 | 2.70% | 18.55 CHF | 19.05 CHF | 6'587 | 2'000 | 6'588 | 2'000 | 121'683 CHF | 37'956 CHF | 98.73% | 98.73% |
12.07.2024 | 2.79% | 17.59 CHF | 18.05 CHF | 7'214 | 2'500 | 7'273 | 2'500 | 118'356 CHF | 41'842 CHF | 99.35% | 99.35% |
11.07.2024 | 2.64% | 15.57 CHF | 15.97 CHF | 8'422 | 2'500 | 8'497 | 2'500 | 124'377 CHF | 37'576 CHF | 94.78% | 94.78% |
10.07.2024 | 3.05% | 12.94 CHF | 13.32 CHF | 8'791 | 2'500 | 8'810 | 2'500 | 109'092 CHF | 31'917 CHF | 99.44% | 99.44% |
09.07.2024 | 3.06% | 12.86 CHF | 13.31 CHF | 1'250 | 1'250 | 1'726 | 1'339 | 24'339 CHF | 19'618 CHF | 99.83% | 99.83% |
08.07.2024 | 1.50% | 14.25 CHF | 14.46 CHF | 9'387 | 2'500 | 9'384 | 2'500 | 132'010 CHF | 35'705 CHF | 99.10% | 99.10% |
05.07.2024 | 1.80% | 11.91 CHF | 12.15 CHF | 8'625 | 2'500 | 8'566 | 2'500 | 111'648 CHF | 33'183 CHF | 99.57% | 99.57% |
04.07.2024 | 1.57% | 12.84 CHF | 13.04 CHF | 10'000 | 2'500 | 9'999 | 2'500 | 125'487 CHF | 31'870 CHF | 98.25% | 98.25% |
03.07.2024 | 1.55% | 11.16 CHF | 11.33 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 106'253 CHF | 53'954 CHF | 99.30% | 99.30% |
02.07.2024 | 2.38% | 9.68 CHF | 9.89 CHF | 9'711 | 2'500 | 9'776 | 2'500 | 86'314 CHF | 22'608 CHF | 93.36% | 93.36% |