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 | 3.03% | 1.90 CHF | 1.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'953 CHF | 40'153 CHF | 100.00% | 100.00% |
12.07.2024 | 3.15% | 1.93 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'544 CHF | 38'744 CHF | 100.00% | 100.00% |
11.07.2024 | 3.10% | 1.95 CHF | 2.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'155 CHF | 39'355 CHF | 100.00% | 100.00% |
10.07.2024 | 3.20% | 1.88 CHF | 1.94 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'962 CHF | 38'162 CHF | 100.00% | 100.00% |
09.07.2024 | 3.18% | 1.81 CHF | 1.87 CHF | 20'000 | 20'000 | 19'927 | 19'927 | 37'263 CHF | 38'463 CHF | 99.74% | 99.74% |
08.07.2024 | 3.11% | 1.89 CHF | 1.95 CHF | 20'000 | 20'000 | 19'966 | 19'966 | 38'069 CHF | 39'269 CHF | 99.27% | 99.27% |
05.07.2024 | 3.27% | 1.84 CHF | 1.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'133 CHF | 37'333 CHF | 100.00% | 100.00% |
04.07.2024 | 3.11% | 1.76 CHF | 1.82 CHF | 20'000 | 20'000 | 23'491 | 23'491 | 41'083 CHF | 42'367 CHF | 99.61% | 99.61% |
03.07.2024 | 2.87% | 1.72 CHF | 1.77 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'459 CHF | 52'959 CHF | 100.00% | 100.00% |
02.07.2024 | 3.07% | 1.62 CHF | 1.67 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'078 CHF | 49'578 CHF | 100.00% | 100.00% |