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 | 0.87% | 1.99 CHF | 2.01 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 62'789 CHF | 15'835 CHF | 92.97% | 92.97% |
12.07.2024 | 0.82% | 2.13 CHF | 2.15 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 64'886 CHF | 16'355 CHF | 99.01% | 99.01% |
11.07.2024 | 0.84% | 2.10 CHF | 2.12 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 62'628 CHF | 15'788 CHF | 97.35% | 97.35% |
10.07.2024 | 0.89% | 1.92 CHF | 1.93 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 56'636 CHF | 14'285 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.92 CHF | 1.94 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 56'674 CHF | 14'291 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.88 CHF | 1.90 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 56'179 CHF | 14'172 CHF | 99.80% | 99.80% |
05.07.2024 | 0.93% | 1.86 CHF | 1.88 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 55'409 CHF | 13'981 CHF | 98.81% | 98.81% |
04.07.2024 | 0.93% | 1.82 CHF | 1.83 CHF | 30'000 | 7'500 | 30'005 | 7'500 | 53'808 CHF | 13'576 CHF | 100.00% | 100.00% |
03.07.2024 | 0.98% | 1.65 CHF | 1.67 CHF | 40'000 | 7'500 | 34'467 | 7'500 | 56'964 CHF | 12'549 CHF | 99.73% | 99.73% |
02.07.2024 | 1.01% | 1.62 CHF | 1.64 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 64'344 CHF | 12'187 CHF | 100.00% | 100.00% |