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 | 0.61% | 2.87 CHF | 2.89 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 59'479 CHF | 22'440 CHF | 92.97% | 92.97% |
12.07.2024 | 0.58% | 3.01 CHF | 3.03 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'878 CHF | 22'962 CHF | 99.01% | 99.01% |
11.07.2024 | 0.59% | 2.98 CHF | 3.00 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 59'352 CHF | 22'388 CHF | 97.35% | 97.35% |
10.07.2024 | 0.60% | 2.80 CHF | 2.81 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 55'357 CHF | 20'885 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 2.80 CHF | 2.82 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 55'382 CHF | 20'891 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 2.76 CHF | 2.78 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 55'070 CHF | 20'772 CHF | 99.80% | 99.80% |
05.07.2024 | 0.63% | 2.74 CHF | 2.76 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 54'539 CHF | 20'581 CHF | 98.81% | 98.81% |
04.07.2024 | 0.67% | 2.69 CHF | 2.71 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 53'444 CHF | 20'176 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 2.53 CHF | 2.55 CHF | 20'000 | 7'500 | 21'694 | 7'500 | 54'939 CHF | 19'139 CHF | 99.73% | 99.73% |
02.07.2024 | 0.68% | 2.50 CHF | 2.52 CHF | 20'000 | 7'500 | 25'812 | 7'500 | 64'152 CHF | 18'787 CHF | 100.00% | 100.00% |