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 | 0.54% | 1.77 CHF | 1.78 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 55'396 CHF | 37'130 CHF | 97.10% | 97.10% |
12.07.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 56'213 CHF | 18'838 CHF | 99.01% | 99.01% |
11.07.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 56'667 CHF | 37'978 CHF | 99.08% | 99.08% |
10.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'860 CHF | 36'773 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 56'619 CHF | 37'946 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 58'026 CHF | 19'442 CHF | 99.97% | 99.97% |
05.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 58'790 CHF | 39'393 CHF | 98.86% | 98.86% |
04.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 55'305 CHF | 37'070 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 51'441 CHF | 34'494 CHF | 82.74% | 82.74% |
02.07.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'230 CHF | 31'815 CHF | 100.00% | 100.00% |