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 | 0.70% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 67'940 CHF | 68'386 CHF | 94.83% | 94.83% |
12.07.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'750 CHF | 90'250 CHF | 83.95% | 83.95% |
11.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'472 CHF | 90'972 CHF | 86.33% | 86.33% |
10.07.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'568 CHF | 95'068 CHF | 100.00% | 100.00% |
09.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'232 CHF | 97'732 CHF | 100.00% | 100.00% |
08.07.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'083 CHF | 96'583 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'680 CHF | 98'180 CHF | 98.87% | 98.87% |
04.07.2024 | 0.78% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 53'611 CHF | 54'020 CHF | 100.00% | 100.00% |
03.07.2024 | 0.81% | 1.99 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'967 CHF | 50'375 CHF | 99.73% | 99.73% |
02.07.2024 | 0.80% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'824 CHF | 50'223 CHF | 99.61% | 99.61% |