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 | 0.72% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 36'905 | 36'905 | 65'166 CHF | 65'607 CHF | 94.82% | 94.82% |
12.07.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'922 CHF | 86'422 CHF | 83.95% | 83.95% |
11.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'646 CHF | 87'146 CHF | 86.33% | 86.33% |
10.07.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'717 CHF | 91'217 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'422 CHF | 93'922 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'232 CHF | 92'732 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'859 CHF | 94'359 CHF | 98.87% | 98.87% |
04.07.2024 | 0.80% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 51'574 CHF | 51'976 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.91 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'062 CHF | 48'477 CHF | 99.73% | 99.73% |
02.07.2024 | 0.86% | 1.88 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'924 CHF | 48'339 CHF | 99.87% | 99.87% |