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 | 0.93% | 1.08 CHF | 1.09 CHF | 60'000 | 60'000 | 52'188 | 36'565 | 56'091 CHF | 39'614 CHF | 98.98% | 98.98% |
12.07.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 59'972 | 37'858 | 59'545 CHF | 38'210 CHF | 82.70% | 82.70% |
11.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 60'000 | 58'778 | 36'549 | 57'533 CHF | 36'206 CHF | 99.22% | 99.22% |
10.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 60'000 | 60'000 | 60'000 | 36'523 | 55'566 CHF | 34'378 CHF | 99.62% | 99.62% |
18.06.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80'000 | 60'000 | 80'000 | 36'498 | 53'394 CHF | 24'916 CHF | 99.52% | 99.52% |
17.06.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 80'000 | 60'000 | 80'151 | 34'492 | 50'924 CHF | 22'368 CHF | 91.75% | 91.75% |
14.06.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 80'000 | 60'000 | 80'000 | 35'911 | 53'548 CHF | 24'238 CHF | 97.15% | 97.15% |
13.06.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 80'000 | 60'000 | 79'738 | 36'537 | 55'217 CHF | 25'620 CHF | 99.40% | 99.40% |
03.06.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 60'000 | 60'000 | 31'741 | 51'654 CHF | 27'651 CHF | 82.82% | 82.82% |
31.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 36'282 | 51'828 CHF | 31'754 CHF | 98.67% | 98.67% |