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 | 0.71% | 2.46 CHF | 2.48 CHF | 30'000 | 7'500 | 20'730 | 7'500 | 53'012 CHF | 19'340 CHF | 92.78% | 92.78% |
12.07.2024 | 0.69% | 2.60 CHF | 2.62 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 52'589 CHF | 19'857 CHF | 98.85% | 98.85% |
11.07.2024 | 0.67% | 2.57 CHF | 2.59 CHF | 20'000 | 7'500 | 20'229 | 7'500 | 51'760 CHF | 19'325 CHF | 97.35% | 97.35% |
10.07.2024 | 0.70% | 2.39 CHF | 2.40 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 70'711 CHF | 17'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 2.39 CHF | 2.40 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 70'737 CHF | 17'807 CHF | 100.00% | 100.00% |
08.07.2024 | 0.72% | 2.35 CHF | 2.37 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 70'279 CHF | 17'697 CHF | 99.80% | 99.80% |
05.07.2024 | 0.74% | 2.33 CHF | 2.35 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 69'509 CHF | 17'506 CHF | 98.81% | 98.81% |
04.07.2024 | 0.70% | 2.29 CHF | 2.30 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 67'945 CHF | 17'106 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 2.13 CHF | 2.14 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 63'856 CHF | 16'083 CHF | 99.73% | 99.73% |
02.07.2024 | 0.79% | 2.09 CHF | 2.11 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 62'408 CHF | 15'726 CHF | 100.00% | 100.00% |