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 | 0.66% | 2.62 CHF | 2.64 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 54'479 CHF | 20'565 CHF | 92.97% | 92.97% |
12.07.2024 | 0.63% | 2.76 CHF | 2.78 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 55'878 CHF | 21'087 CHF | 99.01% | 99.01% |
11.07.2024 | 0.64% | 2.73 CHF | 2.75 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 54'352 CHF | 20'513 CHF | 97.34% | 97.34% |
10.07.2024 | 0.67% | 2.55 CHF | 2.57 CHF | 20'000 | 7'500 | 20'660 | 7'500 | 52'009 CHF | 19'018 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 2.55 CHF | 2.57 CHF | 20'000 | 7'500 | 20'786 | 7'500 | 52'340 CHF | 19'016 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 2.51 CHF | 2.53 CHF | 20'000 | 7'500 | 23'125 | 7'500 | 57'832 CHF | 18'903 CHF | 99.80% | 99.80% |
05.07.2024 | 0.64% | 2.49 CHF | 2.51 CHF | 30'000 | 7'500 | 27'950 | 7'500 | 69'197 CHF | 18'706 CHF | 98.81% | 98.81% |
04.07.2024 | 0.69% | 2.45 CHF | 2.46 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 72'699 CHF | 18'301 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 2.29 CHF | 2.30 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 68'633 CHF | 17'274 CHF | 99.73% | 99.73% |
02.07.2024 | 0.72% | 2.25 CHF | 2.27 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 67'158 CHF | 16'912 CHF | 100.00% | 100.00% |