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 | 0.72% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 63'984 CHF | 64'418 CHF | 94.83% | 94.83% |
12.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'360 CHF | 84'860 CHF | 83.95% | 83.95% |
11.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'109 CHF | 85'609 CHF | 86.33% | 86.33% |
10.07.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'170 CHF | 89'670 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'880 CHF | 92'380 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'688 CHF | 91'188 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'308 CHF | 92'808 CHF | 98.87% | 98.87% |
04.07.2024 | 0.81% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 50'744 CHF | 51'147 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 1.88 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'289 CHF | 47'702 CHF | 99.73% | 99.73% |
02.07.2024 | 0.87% | 1.85 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'152 CHF | 47'562 CHF | 99.89% | 99.89% |