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 | 5.86% | 0.96 CHF | 1.02 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 14'977 CHF | 15'877 CHF | 100.00% | 100.00% |
12.07.2024 | 5.18% | 1.17 CHF | 1.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'971 CHF | 17'871 CHF | 100.00% | 100.00% |
11.07.2024 | 3.94% | 1.66 CHF | 1.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 22'626 CHF | 23'526 CHF | 71.55% | 71.55% |
10.07.2024 | 4.09% | 1.38 CHF | 1.44 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 21'618 CHF | 22'518 CHF | 99.38% | 99.38% |
09.07.2024 | 3.26% | 1.21 CHF | 1.27 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 27'335 CHF | 28'235 CHF | 99.99% | 99.99% |
08.07.2024 | 3.28% | 1.98 CHF | 2.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 27'178 CHF | 28'078 CHF | 99.99% | 99.99% |
05.07.2024 | 2.72% | 2.17 CHF | 2.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 32'668 CHF | 33'568 CHF | 99.77% | 99.77% |
04.07.2024 | 2.87% | 2.03 CHF | 2.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'888 CHF | 31'788 CHF | 97.33% | 97.33% |
03.07.2024 | 2.56% | 2.50 CHF | 2.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'788 CHF | 35'688 CHF | 100.00% | 100.00% |
02.07.2024 | 3.86% | 1.95 CHF | 2.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 23'266 CHF | 24'166 CHF | 99.95% | 99.95% |