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 | 0.58% | 1.63 CHF | 1.64 CHF | 40'000 | 20'000 | 31'023 | 20'000 | 52'966 CHF | 34'393 CHF | 97.10% | 97.10% |
12.07.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 30'000 | 10'000 | 31'756 | 10'000 | 54'994 CHF | 17'476 CHF | 99.01% | 99.01% |
11.07.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 52'595 CHF | 35'263 CHF | 98.77% | 98.77% |
10.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 30'000 | 20'000 | 32'234 | 20'000 | 54'452 CHF | 34'034 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 52'552 CHF | 35'235 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 53'924 CHF | 18'075 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'682 CHF | 36'655 CHF | 98.86% | 98.86% |
04.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 30'000 | 20'000 | 30'043 | 20'000 | 51'297 CHF | 34'351 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'211 CHF | 31'805 CHF | 82.74% | 82.74% |
02.07.2024 | 0.69% | 1.52 CHF | 1.53 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'799 CHF | 29'099 CHF | 100.00% | 100.00% |