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 | 0.77% | 2.07 CHF | 2.08 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 65'115 CHF | 16'405 CHF | 92.98% | 92.98% |
12.07.2024 | 0.77% | 2.21 CHF | 2.23 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 67'183 CHF | 16'926 CHF | 99.01% | 99.01% |
11.07.2024 | 0.76% | 2.18 CHF | 2.20 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 65'057 CHF | 16'389 CHF | 96.58% | 96.58% |
10.07.2024 | 0.84% | 2.00 CHF | 2.01 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 59'011 CHF | 14'877 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 2.00 CHF | 2.01 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 59'037 CHF | 14'882 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 1.96 CHF | 1.98 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 58'579 CHF | 14'772 CHF | 99.80% | 99.80% |
05.07.2024 | 0.89% | 1.94 CHF | 1.96 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 57'809 CHF | 14'581 CHF | 98.81% | 98.81% |
04.07.2024 | 0.85% | 1.90 CHF | 1.91 CHF | 30'000 | 7'500 | 30'000 | 7'500 | 56'245 CHF | 14'181 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.74 CHF | 1.75 CHF | 30'000 | 7'500 | 30'085 | 7'500 | 52'296 CHF | 13'158 CHF | 99.73% | 99.73% |
02.07.2024 | 0.97% | 1.70 CHF | 1.72 CHF | 30'000 | 7'500 | 30'748 | 7'500 | 51'950 CHF | 12'801 CHF | 100.00% | 100.00% |