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 | 2.46% | 2.79 CHF | 2.85 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 53'030 CHF | 27'174 CHF | 97.10% | 97.10% |
12.07.2024 | 2.38% | 2.68 CHF | 2.74 CHF | 20'000 | 10'000 | 20'407 | 10'000 | 53'483 CHF | 26'865 CHF | 99.01% | 99.01% |
11.07.2024 | 2.68% | 2.51 CHF | 2.59 CHF | 20'000 | 10'000 | 20'036 | 10'000 | 55'569 CHF | 28'492 CHF | 99.07% | 99.07% |
10.07.2024 | 2.48% | 3.08 CHF | 3.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 65'421 CHF | 33'532 CHF | 98.61% | 98.61% |
09.07.2024 | 2.86% | 3.34 CHF | 3.43 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 59'627 CHF | 30'676 CHF | 99.30% | 99.30% |
08.07.2024 | 2.50% | 3.52 CHF | 3.60 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'510 CHF | 35'123 CHF | 100.00% | 100.00% |
05.07.2024 | 2.62% | 3.44 CHF | 3.53 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 68'758 CHF | 26'468 CHF | 98.86% | 98.86% |
04.07.2024 | 2.59% | 3.52 CHF | 3.62 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 71'897 CHF | 27'669 CHF | 97.22% | 97.22% |
03.07.2024 | 3.03% | 3.74 CHF | 3.85 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 73'911 CHF | 28'566 CHF | 91.04% | 91.04% |
02.07.2024 | 2.17% | 4.71 CHF | 4.82 CHF | 20'000 | 7'500 | 13'637 | 7'500 | 67'618 CHF | 38'446 CHF | 98.58% | 98.58% |