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 | 0.93% | 2.35 CHF | 2.37 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 71'577 CHF | 60'203 CHF | 99.68% | 99.68% |
12.07.2024 | 0.95% | 2.37 CHF | 2.39 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'652 CHF | 57'758 CHF | 99.01% | 99.01% |
11.07.2024 | 1.03% | 2.26 CHF | 2.28 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 66'203 CHF | 55'738 CHF | 99.08% | 99.08% |
10.07.2024 | 1.01% | 2.15 CHF | 2.17 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'166 CHF | 53'171 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 2.05 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'336 CHF | 53'406 CHF | 99.26% | 99.26% |
08.07.2024 | 1.02% | 2.08 CHF | 2.10 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'178 CHF | 53'188 CHF | 100.00% | 100.00% |
05.07.2024 | 1.06% | 2.04 CHF | 2.06 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'938 CHF | 51'324 CHF | 98.98% | 98.98% |
04.07.2024 | 1.15% | 1.92 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'458 CHF | 48'436 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 1.84 CHF | 1.87 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'113 CHF | 47'314 CHF | 97.26% | 97.26% |
02.07.2024 | 1.32% | 1.77 CHF | 1.79 CHF | 30'000 | 25'000 | 31'404 | 25'000 | 53'437 CHF | 43'194 CHF | 100.00% | 100.00% |