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 | 0.56% | 2.92 CHF | 2.94 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'502 CHF | 22'815 CHF | 92.98% | 92.98% |
12.07.2024 | 0.57% | 3.06 CHF | 3.08 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 61'878 CHF | 23'337 CHF | 99.01% | 99.01% |
11.07.2024 | 0.56% | 3.03 CHF | 3.05 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'465 CHF | 22'802 CHF | 97.12% | 97.12% |
10.07.2024 | 0.61% | 2.85 CHF | 2.87 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 56'413 CHF | 21'284 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 2.85 CHF | 2.87 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 56'432 CHF | 21'293 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 2.82 CHF | 2.83 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 56'137 CHF | 21'176 CHF | 99.77% | 99.77% |
05.07.2024 | 0.56% | 2.79 CHF | 2.81 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 55'627 CHF | 20'977 CHF | 98.81% | 98.81% |
04.07.2024 | 0.61% | 2.75 CHF | 2.77 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 54'564 CHF | 20'586 CHF | 100.00% | 100.00% |
03.07.2024 | 0.64% | 2.59 CHF | 2.61 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 51'836 CHF | 19'564 CHF | 99.73% | 99.73% |
02.07.2024 | 0.62% | 2.56 CHF | 2.57 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 50'872 CHF | 19'195 CHF | 100.00% | 100.00% |