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 | 2.65% | 2.19 CHF | 2.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'598 CHF | 34'498 CHF | 99.99% | 99.99% |
12.07.2024 | 2.46% | 2.46 CHF | 2.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'156 CHF | 37'056 CHF | 100.00% | 100.00% |
11.07.2024 | 2.12% | 2.96 CHF | 3.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 42'131 CHF | 43'031 CHF | 71.56% | 71.56% |
10.07.2024 | 2.16% | 2.69 CHF | 2.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'164 CHF | 42'064 CHF | 99.38% | 99.38% |
09.07.2024 | 1.90% | 2.52 CHF | 2.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'873 CHF | 47'773 CHF | 99.99% | 99.99% |
08.07.2024 | 1.91% | 3.28 CHF | 3.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'664 CHF | 47'564 CHF | 100.00% | 100.00% |
05.07.2024 | 1.71% | 3.47 CHF | 3.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 52'195 CHF | 53'095 CHF | 99.78% | 99.78% |
04.07.2024 | 1.77% | 3.33 CHF | 3.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 50'453 CHF | 51'353 CHF | 97.33% | 97.33% |
03.07.2024 | 1.64% | 3.80 CHF | 3.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 54'394 CHF | 55'294 CHF | 100.00% | 100.00% |
02.07.2024 | 2.09% | 3.26 CHF | 3.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 42'899 CHF | 43'799 CHF | 99.95% | 99.95% |