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 | 0.78% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 61'116 CHF | 61'559 CHF | 94.83% | 94.83% |
12.07.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'447 CHF | 80'947 CHF | 83.96% | 83.96% |
11.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'188 CHF | 81'688 CHF | 86.26% | 86.26% |
10.07.2024 | 0.58% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'267 CHF | 85'767 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'973 CHF | 88'473 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'767 CHF | 87'267 CHF | 100.00% | 100.00% |
05.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'419 CHF | 88'919 CHF | 98.87% | 98.87% |
04.07.2024 | 0.88% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 48'631 CHF | 49'048 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.80 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'338 CHF | 45'751 CHF | 99.73% | 99.73% |
02.07.2024 | 0.92% | 1.77 CHF | 1.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'197 CHF | 45'615 CHF | 100.00% | 100.00% |