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 | 0.80% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 36'904 | 36'904 | 61'995 CHF | 62'453 CHF | 94.83% | 94.83% |
12.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'729 CHF | 82'229 CHF | 83.95% | 83.95% |
11.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'436 CHF | 82'936 CHF | 86.33% | 86.33% |
10.07.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'523 CHF | 87'023 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'210 CHF | 89'710 CHF | 99.90% | 99.90% |
08.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'007 CHF | 88'507 CHF | 100.00% | 100.00% |
05.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'655 CHF | 90'155 CHF | 98.74% | 98.74% |
04.07.2024 | 0.83% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 49'297 CHF | 49'699 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'952 CHF | 46'363 CHF | 99.73% | 99.73% |
02.07.2024 | 0.88% | 1.80 CHF | 1.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'812 CHF | 46'217 CHF | 100.00% | 100.00% |