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 | 1.45% | 1.92 CHF | 1.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'603 CHF | 19'889 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 2.02 CHF | 2.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 19'617 CHF | 19'900 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 1.98 CHF | 2.01 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 17'953 CHF | 18'243 CHF | 100.00% | 100.00% |
10.07.2024 | 0.96% | 3.77 CHF | 3.80 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 28'988 CHF | 29'267 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 3.59 CHF | 3.62 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 28'239 CHF | 28'506 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 3.30 CHF | 3.33 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 30'727 CHF | 31'017 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 3.25 CHF | 3.28 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 26'341 CHF | 26'600 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 3.29 CHF | 3.32 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 26'483 CHF | 26'746 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 3.29 CHF | 3.33 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 29'004 CHF | 29'295 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 3.18 CHF | 3.21 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 27'484 CHF | 27'742 CHF | 100.00% | 100.00% |