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 | 0.74% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 36'904 | 36'904 | 65'946 CHF | 66'397 CHF | 94.82% | 94.82% |
12.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'019 CHF | 87'519 CHF | 83.95% | 83.95% |
11.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'730 CHF | 88'230 CHF | 86.33% | 86.33% |
10.07.2024 | 0.54% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'826 CHF | 92'326 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'496 CHF | 94'996 CHF | 99.24% | 99.24% |
08.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'306 CHF | 93'806 CHF | 100.00% | 100.00% |
05.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'985 CHF | 95'485 CHF | 98.87% | 98.87% |
04.07.2024 | 0.83% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 52'140 CHF | 52'561 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.93 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'601 CHF | 49'017 CHF | 99.73% | 99.73% |
02.07.2024 | 0.89% | 1.90 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'454 CHF | 48'888 CHF | 100.00% | 100.00% |