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 | 0.88% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'364 CHF | 56'864 CHF | 99.39% | 99.39% |
12.07.2024 | 0.87% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'606 CHF | 58'106 CHF | 99.08% | 99.08% |
11.07.2024 | 0.78% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'561 CHF | 64'061 CHF | 40.09% | 40.09% |
10.07.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 40'053 | 40'051 | 53'887 CHF | 54'285 CHF | 95.44% | 95.44% |
09.07.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'771 CHF | 35'021 CHF | 99.03% | 99.03% |
08.07.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 36'995 CHF | 37'245 CHF | 99.24% | 99.24% |
05.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'922 CHF | 36'172 CHF | 99.39% | 99.39% |
04.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'791 CHF | 34'041 CHF | 99.39% | 99.39% |
03.07.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'191 CHF | 32'441 CHF | 98.64% | 98.64% |
02.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'224 CHF | 28'474 CHF | 99.06% | 99.06% |