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 | 0.63% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'561 CHF | 31'981 CHF | 97.09% | 97.09% |
12.07.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 40'000 | 10'000 | 37'257 | 10'000 | 60'072 CHF | 16'276 CHF | 99.01% | 99.01% |
11.07.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 30'000 | 20'000 | 37'109 | 20'000 | 60'394 CHF | 32'870 CHF | 99.08% | 99.08% |
10.07.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'828 CHF | 31'614 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 40'000 | 20'000 | 38'933 | 20'000 | 63'436 CHF | 32'811 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 40'000 | 10'000 | 32'175 | 10'000 | 53'841 CHF | 16'867 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 30'000 | 20'000 | 30'304 | 20'000 | 51'585 CHF | 34'255 CHF | 98.86% | 98.86% |
04.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'501 CHF | 31'951 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'368 CHF | 29'384 CHF | 82.74% | 82.74% |
02.07.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'994 CHF | 26'697 CHF | 99.82% | 99.82% |