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 | 2.15% | 1.62 CHF | 1.63 CHF | 40'000 | 10'000 | 39'761 | 5'908 | 61'864 CHF | 9'427 CHF | 88.30% | 88.30% |
12.07.2024 | 2.66% | 1.52 CHF | 1.53 CHF | 40'000 | 10'000 | 42'504 | 5'818 | 54'824 CHF | 7'852 CHF | 98.63% | 98.63% |
11.07.2024 | 2.50% | 1.45 CHF | 1.46 CHF | 40'000 | 10'000 | 40'000 | 5'807 | 54'682 CHF | 8'211 CHF | 99.22% | 99.22% |
10.07.2024 | 2.46% | 0.84 CHF | 0.85 CHF | 60'000 | 10'000 | 44'157 | 5'804 | 56'262 CHF | 7'366 CHF | 99.62% | 99.62% |
09.07.2024 | 1.83% | 1.38 CHF | 1.39 CHF | 40'000 | 10'000 | 31'949 | 5'804 | 56'512 CHF | 10'167 CHF | 99.62% | 99.62% |
08.07.2024 | 0.83% | 2.03 CHF | 2.04 CHF | 30'000 | 10'000 | 30'000 | 5'846 | 66'964 CHF | 12'990 CHF | 94.68% | 94.68% |
05.07.2024 | 0.84% | 2.54 CHF | 2.55 CHF | 20'000 | 10'000 | 28'550 | 5'826 | 63'952 CHF | 13'512 CHF | 98.23% | 98.23% |
04.07.2024 | 0.89% | 2.12 CHF | 2.13 CHF | 30'000 | 10'000 | 30'000 | 5'814 | 63'181 CHF | 12'337 CHF | 99.16% | 99.16% |
03.07.2024 | 1.04% | 2.15 CHF | 2.16 CHF | 30'000 | 10'000 | 30'000 | 5'812 | 54'929 CHF | 11'006 CHF | 99.60% | 99.60% |
02.07.2024 | 1.15% | 1.69 CHF | 1.70 CHF | 30'000 | 10'000 | 39'251 | 5'805 | 63'799 CHF | 9'574 CHF | 98.77% | 98.77% |