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 | 2.12% | 2.84 CHF | 2.90 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'959 CHF | 42'859 CHF | 100.00% | 100.00% |
12.07.2024 | 2.25% | 2.59 CHF | 2.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'620 CHF | 40'520 CHF | 100.00% | 100.00% |
11.07.2024 | 2.65% | 2.09 CHF | 2.15 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'732 CHF | 34'632 CHF | 71.56% | 71.56% |
10.07.2024 | 2.55% | 2.39 CHF | 2.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'949 CHF | 35'849 CHF | 99.38% | 99.38% |
09.07.2024 | 3.04% | 2.56 CHF | 2.62 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 29'274 CHF | 30'174 CHF | 99.98% | 99.98% |
08.07.2024 | 3.03% | 1.79 CHF | 1.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 29'353 CHF | 30'253 CHF | 99.99% | 99.99% |
05.07.2024 | 3.67% | 1.62 CHF | 1.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 24'187 CHF | 25'087 CHF | 99.77% | 99.77% |
04.07.2024 | 3.39% | 1.77 CHF | 1.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'156 CHF | 27'056 CHF | 97.33% | 97.33% |
03.07.2024 | 3.98% | 1.31 CHF | 1.37 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'454 CHF | 23'354 CHF | 99.99% | 99.99% |
02.07.2024 | 2.63% | 1.88 CHF | 1.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'120 CHF | 35'020 CHF | 99.95% | 99.95% |