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 | 2.37% | 2.34 CHF | 2.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'614 CHF | 25'205 CHF | 97.10% | 97.10% |
12.07.2024 | 2.43% | 2.45 CHF | 2.51 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 25'020 CHF | 25'636 CHF | 99.01% | 99.01% |
11.07.2024 | 2.16% | 2.59 CHF | 2.64 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'080 CHF | 24'606 CHF | 99.08% | 99.08% |
10.07.2024 | 2.32% | 2.19 CHF | 2.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'628 CHF | 42'605 CHF | 98.61% | 98.61% |
09.07.2024 | 2.10% | 2.04 CHF | 2.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'767 CHF | 45'715 CHF | 99.29% | 99.29% |
08.07.2024 | 2.34% | 1.95 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'907 CHF | 40'850 CHF | 100.00% | 100.00% |
05.07.2024 | 2.18% | 1.99 CHF | 2.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'812 CHF | 40'688 CHF | 98.86% | 98.86% |
04.07.2024 | 2.22% | 1.94 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'227 CHF | 39'084 CHF | 97.22% | 97.22% |
03.07.2024 | 1.98% | 1.83 CHF | 1.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'861 CHF | 37'595 CHF | 91.04% | 91.04% |
02.07.2024 | 2.69% | 1.51 CHF | 1.55 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'158 CHF | 28'925 CHF | 98.62% | 98.62% |