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 | 0.71% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 36'904 | 36'904 | 66'959 CHF | 67'403 CHF | 94.83% | 94.83% |
12.07.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'360 CHF | 88'860 CHF | 83.96% | 83.96% |
11.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'109 CHF | 89'609 CHF | 86.33% | 86.33% |
10.07.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'171 CHF | 93'671 CHF | 99.75% | 99.75% |
09.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'880 CHF | 96'380 CHF | 100.00% | 100.00% |
08.07.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'688 CHF | 95'188 CHF | 100.00% | 100.00% |
05.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'308 CHF | 96'808 CHF | 98.87% | 98.87% |
04.07.2024 | 0.82% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 52'872 CHF | 53'296 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.96 CHF | 1.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'289 CHF | 49'702 CHF | 99.73% | 99.73% |
02.07.2024 | 0.83% | 1.93 CHF | 1.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'152 CHF | 49'562 CHF | 99.89% | 99.89% |