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 | 0.79% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 36'841 | 36'841 | 62'914 CHF | 63'372 CHF | 94.38% | 94.38% |
12.07.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'041 CHF | 83'541 CHF | 83.96% | 83.96% |
11.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'759 CHF | 84'259 CHF | 85.99% | 85.99% |
10.07.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'843 CHF | 88'343 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'524 CHF | 91'024 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'331 CHF | 89'831 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'005 CHF | 91'505 CHF | 98.87% | 98.87% |
04.07.2024 | 0.87% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 50'002 CHF | 50'425 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'625 CHF | 47'025 CHF | 99.73% | 99.73% |
02.07.2024 | 0.93% | 1.82 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'467 CHF | 46'902 CHF | 100.00% | 100.00% |