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 | 1.34% | 2.56 CHF | 2.57 CHF | 20'000 | 10'000 | 26'811 | 5'910 | 66'815 CHF | 14'989 CHF | 88.20% | 88.20% |
12.07.2024 | 1.53% | 2.46 CHF | 2.47 CHF | 30'000 | 10'000 | 30'000 | 5'824 | 67'051 CHF | 13'337 CHF | 98.31% | 98.31% |
11.07.2024 | 1.48% | 2.39 CHF | 2.40 CHF | 30'000 | 10'000 | 29'711 | 5'808 | 68'551 CHF | 13'681 CHF | 99.14% | 99.14% |
10.07.2024 | 1.46% | 1.79 CHF | 1.80 CHF | 30'000 | 10'000 | 30'000 | 5'807 | 67'662 CHF | 12'846 CHF | 99.53% | 99.53% |
09.07.2024 | 1.22% | 2.32 CHF | 2.33 CHF | 30'000 | 10'000 | 21'547 | 5'805 | 58'270 CHF | 15'642 CHF | 99.59% | 99.59% |
08.07.2024 | 0.58% | 2.97 CHF | 2.98 CHF | 20'000 | 10'000 | 20'000 | 5'848 | 63'456 CHF | 18'494 CHF | 94.63% | 94.63% |
05.07.2024 | 0.59% | 3.48 CHF | 3.49 CHF | 20'000 | 10'000 | 20'000 | 5'824 | 63'915 CHF | 18'994 CHF | 98.25% | 98.25% |
04.07.2024 | 0.61% | 3.07 CHF | 3.08 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 61'006 CHF | 17'827 CHF | 99.13% | 99.13% |
03.07.2024 | 0.68% | 3.09 CHF | 3.10 CHF | 20'000 | 10'000 | 20'000 | 5'813 | 55'509 CHF | 16'497 CHF | 99.56% | 99.56% |
02.07.2024 | 0.73% | 2.63 CHF | 2.64 CHF | 20'000 | 10'000 | 20'191 | 5'817 | 51'993 CHF | 15'111 CHF | 98.58% | 98.58% |