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 | 0.72% | 3.13 CHF | 3.15 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 25'486 CHF | 25'670 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 3.42 CHF | 3.44 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 27'279 CHF | 27'464 CHF | 100.00% | 100.00% |
11.07.2024 | 0.51% | 3.46 CHF | 3.48 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 30'272 CHF | 30'427 CHF | 100.00% | 100.00% |
10.07.2024 | 0.49% | 3.23 CHF | 3.24 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 29'085 CHF | 29'229 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 2.89 CHF | 2.90 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'204 CHF | 26'353 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 3.12 CHF | 3.14 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 28'496 CHF | 28'650 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 3.11 CHF | 3.13 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 28'322 CHF | 28'474 CHF | 100.00% | 100.00% |
04.07.2024 | 0.52% | 3.18 CHF | 3.20 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 28'339 CHF | 28'488 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 3.06 CHF | 3.08 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'360 CHF | 30'523 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 2.90 CHF | 2.92 CHF | 9'000 | 9'000 | 8'402 | 8'402 | 24'360 CHF | 24'503 CHF | 100.00% | 100.00% |