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 | 2.57% | 2.25 CHF | 2.31 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'023 CHF | 47'223 CHF | 99.99% | 99.99% |
12.07.2024 | 2.66% | 2.29 CHF | 2.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'537 CHF | 45'737 CHF | 100.00% | 100.00% |
11.07.2024 | 2.62% | 2.31 CHF | 2.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'183 CHF | 46'383 CHF | 100.00% | 100.00% |
10.07.2024 | 2.69% | 2.23 CHF | 2.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'942 CHF | 45'142 CHF | 100.00% | 100.00% |
09.07.2024 | 2.69% | 2.16 CHF | 2.22 CHF | 20'000 | 20'000 | 19'928 | 19'928 | 44'229 CHF | 45'429 CHF | 99.75% | 99.75% |
08.07.2024 | 2.63% | 2.24 CHF | 2.30 CHF | 20'000 | 20'000 | 19'965 | 19'965 | 45'057 CHF | 46'257 CHF | 99.27% | 99.27% |
05.07.2024 | 2.75% | 2.19 CHF | 2.25 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'021 CHF | 44'221 CHF | 100.00% | 100.00% |
04.07.2024 | 2.61% | 2.10 CHF | 2.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'873 CHF | 42'982 CHF | 99.61% | 99.61% |
03.07.2024 | 2.41% | 2.06 CHF | 2.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'062 CHF | 42'062 CHF | 100.00% | 100.00% |
02.07.2024 | 2.55% | 1.95 CHF | 2.00 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'706 CHF | 39'706 CHF | 100.00% | 100.00% |