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 | 0.50% | 3.15 CHF | 3.16 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 64'974 CHF | 24'488 CHF | 92.78% | 92.78% |
12.07.2024 | 0.54% | 3.29 CHF | 3.31 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 66'336 CHF | 25'011 CHF | 99.01% | 99.01% |
11.07.2024 | 0.51% | 3.26 CHF | 3.27 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 64'932 CHF | 24'475 CHF | 97.34% | 97.34% |
10.07.2024 | 0.56% | 3.07 CHF | 3.09 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'871 CHF | 22'955 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 3.07 CHF | 3.09 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'868 CHF | 22'957 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 3.04 CHF | 3.05 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'592 CHF | 22'840 CHF | 99.80% | 99.80% |
05.07.2024 | 0.56% | 3.01 CHF | 3.03 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 60'067 CHF | 22'651 CHF | 98.81% | 98.81% |
04.07.2024 | 0.55% | 2.97 CHF | 2.99 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 59'016 CHF | 22'254 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 2.81 CHF | 2.83 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 56'289 CHF | 21'225 CHF | 99.73% | 99.73% |
02.07.2024 | 0.61% | 2.78 CHF | 2.80 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 55'312 CHF | 20'868 CHF | 100.00% | 100.00% |