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 | 2.82% | 0.36 CHF | 0.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 6'994 CHF | 7'194 CHF | 100.00% | 100.00% |
12.07.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'075 CHF | 7'275 CHF | 98.41% | 98.41% |
11.07.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'611 CHF | 7'811 CHF | 95.79% | 95.79% |
10.07.2024 | 2.39% | 0.39 CHF | 0.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'271 CHF | 8'471 CHF | 99.79% | 99.79% |
09.07.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'845 CHF | 9'045 CHF | 100.00% | 100.00% |
08.07.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'396 CHF | 8'596 CHF | 98.99% | 98.99% |
05.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 7'798 CHF | 7'998 CHF | 100.00% | 100.00% |
04.07.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'366 CHF | 8'566 CHF | 98.16% | 98.16% |
03.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'653 CHF | 8'853 CHF | 100.00% | 100.00% |
02.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 8'993 CHF | 9'193 CHF | 100.00% | 100.00% |