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 | 2.06% | 1.57 CHF | 1.60 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 8'097 CHF | 8'265 CHF | 99.71% | 99.71% |
12.07.2024 | 2.39% | 1.61 CHF | 1.64 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'770 CHF | 7'958 CHF | 99.01% | 99.01% |
11.07.2024 | 2.21% | 1.57 CHF | 1.61 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'038 CHF | 15'374 CHF | 99.09% | 99.09% |
10.07.2024 | 2.21% | 1.44 CHF | 1.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'398 CHF | 14'719 CHF | 100.00% | 100.00% |
09.07.2024 | 2.33% | 1.44 CHF | 1.47 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'331 CHF | 7'504 CHF | 100.00% | 100.00% |
08.07.2024 | 2.32% | 1.48 CHF | 1.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'385 CHF | 7'558 CHF | 100.00% | 100.00% |
05.07.2024 | 2.16% | 1.53 CHF | 1.56 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'771 CHF | 7'941 CHF | 98.98% | 98.98% |
04.07.2024 | 2.20% | 1.51 CHF | 1.54 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'492 CHF | 7'658 CHF | 100.00% | 100.00% |
03.07.2024 | 2.36% | 1.47 CHF | 1.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 14'571 CHF | 14'919 CHF | 100.00% | 100.00% |
02.07.2024 | 2.57% | 1.39 CHF | 1.42 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'495 CHF | 13'846 CHF | 100.00% | 100.00% |