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 | 0.74% | 2.28 CHF | 2.30 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 71'461 CHF | 17'998 CHF | 92.96% | 92.96% |
12.07.2024 | 0.68% | 2.42 CHF | 2.44 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 73'546 CHF | 18'512 CHF | 99.01% | 99.01% |
11.07.2024 | 0.73% | 2.39 CHF | 2.41 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 71'410 CHF | 17'984 CHF | 97.35% | 97.35% |
10.07.2024 | 0.77% | 2.21 CHF | 2.23 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 65'366 CHF | 16'468 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 2.21 CHF | 2.23 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 65'374 CHF | 16'466 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 2.17 CHF | 2.19 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 64'906 CHF | 16'353 CHF | 99.80% | 99.80% |
05.07.2024 | 0.79% | 2.15 CHF | 2.17 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 64'148 CHF | 16'163 CHF | 98.81% | 98.81% |
04.07.2024 | 0.77% | 2.11 CHF | 2.12 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 62'580 CHF | 15'766 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.95 CHF | 1.96 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 58'475 CHF | 14'752 CHF | 99.73% | 99.73% |
02.07.2024 | 0.86% | 1.91 CHF | 1.93 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 57'039 CHF | 14'384 CHF | 100.00% | 100.00% |