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 | 0.68% | 2.62 CHF | 2.63 CHF | 100'000 | 100'000 | 40'574 | 40'562 | 106'366 CHF | 106'927 CHF | 97.79% | 97.79% |
12.07.2024 | 0.67% | 2.65 CHF | 2.66 CHF | 100'000 | 100'000 | 40'207 | 40'207 | 105'677 CHF | 106'259 CHF | 97.31% | 97.31% |
11.07.2024 | 0.59% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 40'283 | 40'283 | 117'903 CHF | 118'491 CHF | 99.07% | 99.07% |
10.07.2024 | 0.59% | 2.89 CHF | 2.90 CHF | 100'000 | 100'000 | 40'318 | 40'318 | 120'871 CHF | 121'459 CHF | 99.28% | 99.28% |
09.07.2024 | 2.23% | 3.03 CHF | 3.09 CHF | 10'000 | 10'000 | 4'024 | 4'024 | 12'097 CHF | 12'357 CHF | 99.66% | 99.66% |
08.07.2024 | 2.22% | 3.00 CHF | 3.06 CHF | 10'000 | 10'000 | 4'023 | 4'023 | 12'149 CHF | 12'409 CHF | 99.55% | 99.55% |
05.07.2024 | 0.96% | 3.02 CHF | 3.08 CHF | 10'000 | 10'000 | 21'775 | 21'775 | 64'120 CHF | 64'633 CHF | 92.43% | 92.43% |
04.07.2024 | 2.19% | 2.93 CHF | 3.00 CHF | 5'000 | 5'000 | 10'065 | 10'065 | 29'397 CHF | 29'820 CHF | 99.02% | 99.02% |
03.07.2024 | 2.19% | 2.88 CHF | 2.94 CHF | 10'000 | 10'000 | 4'082 | 4'082 | 12'284 CHF | 12'548 CHF | 98.75% | 98.75% |
02.07.2024 | 2.42% | 2.84 CHF | 2.90 CHF | 10'000 | 10'000 | 2'790 | 2'790 | 7'920 CHF | 8'110 CHF | 81.66% | 81.66% |