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 | 0.71% | 1.32 CHF | 1.33 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'861 CHF | 28'130 CHF | 97.09% | 97.09% |
12.07.2024 | 0.70% | 1.37 CHF | 1.38 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 56'991 CHF | 14'348 CHF | 99.01% | 99.01% |
11.07.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'625 CHF | 29'012 CHF | 99.08% | 99.08% |
10.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'167 CHF | 27'784 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'513 CHF | 28'957 CHF | 100.00% | 100.00% |
08.07.2024 | 0.67% | 1.41 CHF | 1.42 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 59'369 CHF | 14'942 CHF | 99.97% | 99.97% |
05.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'418 CHF | 30'409 CHF | 98.75% | 98.75% |
04.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'800 CHF | 28'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 41'103 | 20'000 | 52'030 CHF | 25'532 CHF | 82.74% | 82.74% |
02.07.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 56'637 CHF | 22'855 CHF | 99.85% | 99.85% |