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 | 2.71% | 2.23 CHF | 2.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 32'821 CHF | 33'721 CHF | 100.00% | 100.00% |
12.07.2024 | 2.91% | 1.98 CHF | 2.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'473 CHF | 31'373 CHF | 100.00% | 100.00% |
11.07.2024 | 3.63% | 1.48 CHF | 1.54 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'580 CHF | 25'480 CHF | 71.56% | 71.56% |
10.07.2024 | 3.44% | 1.78 CHF | 1.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'773 CHF | 26'673 CHF | 99.38% | 99.38% |
09.07.2024 | 4.39% | 1.95 CHF | 2.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'172 CHF | 21'072 CHF | 99.99% | 99.99% |
08.07.2024 | 4.36% | 1.21 CHF | 1.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 20'340 CHF | 21'240 CHF | 99.99% | 99.99% |
05.07.2024 | 5.45% | 1.08 CHF | 1.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'152 CHF | 17'052 CHF | 99.79% | 99.79% |
04.07.2024 | 4.99% | 1.19 CHF | 1.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 17'610 CHF | 18'510 CHF | 97.33% | 97.33% |
03.07.2024 | 5.95% | 0.85 CHF | 0.91 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'901 CHF | 15'801 CHF | 100.00% | 100.00% |
02.07.2024 | 3.61% | 1.27 CHF | 1.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'891 CHF | 25'791 CHF | 99.95% | 99.95% |