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 | 2.99% | 4.20 CHF | 4.27 CHF | 20'000 | 10'000 | 20'000 | 6'071 | 81'353 CHF | 25'516 CHF | 99.32% | 99.32% |
12.07.2024 | 2.96% | 4.48 CHF | 4.55 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 91'327 CHF | 27'110 CHF | 99.63% | 99.63% |
11.07.2024 | 2.85% | 4.96 CHF | 5.03 CHF | 20'000 | 10'000 | 19'941 | 6'142 | 93'535 CHF | 29'822 CHF | 93.16% | 93.16% |
10.07.2024 | 2.59% | 4.96 CHF | 5.02 CHF | 20'000 | 10'000 | 19'090 | 6'330 | 90'775 CHF | 31'118 CHF | 80.03% | 80.03% |
09.07.2024 | 2.84% | 4.55 CHF | 4.61 CHF | 20'000 | 10'000 | 20'000 | 6'068 | 84'598 CHF | 26'547 CHF | 99.61% | 99.61% |
08.07.2024 | 2.78% | 4.01 CHF | 4.07 CHF | 20'000 | 10'000 | 20'000 | 6'068 | 75'736 CHF | 23'669 CHF | 99.61% | 99.61% |
05.07.2024 | 2.84% | 3.83 CHF | 3.89 CHF | 20'000 | 10'000 | 20'000 | 6'088 | 77'530 CHF | 24'276 CHF | 98.31% | 98.31% |
04.07.2024 | 2.76% | 3.91 CHF | 3.97 CHF | 20'000 | 10'000 | 20'000 | 6'212 | 78'576 CHF | 25'043 CHF | 88.23% | 88.23% |
03.07.2024 | 2.80% | 3.97 CHF | 4.03 CHF | 20'000 | 10'000 | 20'000 | 6'073 | 80'295 CHF | 24'984 CHF | 99.63% | 99.63% |
02.07.2024 | 2.79% | 4.56 CHF | 4.63 CHF | 20'000 | 10'000 | 20'000 | 6'067 | 96'416 CHF | 29'833 CHF | 99.62% | 99.62% |