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 | 1.99% | 3.03 CHF | 3.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'717 CHF | 45'617 CHF | 100.00% | 100.00% |
12.07.2024 | 2.10% | 2.77 CHF | 2.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 42'382 CHF | 43'282 CHF | 100.00% | 100.00% |
11.07.2024 | 2.45% | 2.27 CHF | 2.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'507 CHF | 37'407 CHF | 71.55% | 71.55% |
10.07.2024 | 2.36% | 2.58 CHF | 2.64 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'723 CHF | 38'623 CHF | 99.38% | 99.38% |
09.07.2024 | 2.78% | 2.75 CHF | 2.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 32'053 CHF | 32'953 CHF | 100.00% | 100.00% |
08.07.2024 | 2.77% | 1.98 CHF | 2.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 32'115 CHF | 33'015 CHF | 99.99% | 99.99% |
05.07.2024 | 3.29% | 1.80 CHF | 1.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'961 CHF | 27'861 CHF | 99.80% | 99.80% |
04.07.2024 | 3.07% | 1.96 CHF | 2.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'936 CHF | 29'836 CHF | 97.33% | 97.33% |
03.07.2024 | 3.54% | 1.49 CHF | 1.55 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'245 CHF | 26'145 CHF | 100.00% | 100.00% |
02.07.2024 | 2.43% | 2.06 CHF | 2.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'911 CHF | 37'811 CHF | 99.94% | 99.94% |