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 | 1.56% | 2.19 CHF | 2.20 CHF | 30'000 | 10'000 | 30'000 | 5'908 | 63'961 CHF | 12'824 CHF | 88.31% | 88.31% |
12.07.2024 | 1.83% | 2.10 CHF | 2.11 CHF | 30'000 | 10'000 | 30'000 | 5'819 | 56'068 CHF | 11'195 CHF | 98.67% | 98.67% |
11.07.2024 | 1.75% | 2.02 CHF | 2.03 CHF | 30'000 | 10'000 | 30'000 | 5'801 | 58'300 CHF | 11'542 CHF | 99.07% | 99.07% |
10.07.2024 | 1.74% | 1.42 CHF | 1.43 CHF | 40'000 | 10'000 | 31'702 | 5'804 | 59'156 CHF | 10'713 CHF | 99.62% | 99.62% |
09.07.2024 | 1.40% | 1.95 CHF | 1.96 CHF | 30'000 | 10'000 | 28'702 | 5'804 | 67'753 CHF | 13'508 CHF | 99.62% | 99.62% |
08.07.2024 | 0.66% | 2.60 CHF | 2.61 CHF | 20'000 | 10'000 | 20'000 | 5'847 | 56'170 CHF | 16'361 CHF | 94.61% | 94.61% |
05.07.2024 | 0.67% | 3.11 CHF | 3.12 CHF | 20'000 | 10'000 | 20'000 | 5'823 | 56'568 CHF | 16'852 CHF | 98.31% | 98.31% |
04.07.2024 | 0.70% | 2.70 CHF | 2.71 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 53'655 CHF | 15'689 CHF | 99.16% | 99.16% |
03.07.2024 | 0.78% | 2.73 CHF | 2.74 CHF | 20'000 | 10'000 | 27'871 | 5'810 | 66'639 CHF | 14'354 CHF | 99.56% | 99.56% |
02.07.2024 | 0.85% | 2.27 CHF | 2.28 CHF | 30'000 | 10'000 | 30'000 | 5'812 | 66'192 CHF | 12'952 CHF | 98.95% | 98.95% |