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 | 0.92% | 1.27 CHF | 1.28 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'794 CHF | 32'670 CHF | 87.80% | 87.80% |
12.07.2024 | 0.93% | 1.34 CHF | 1.35 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'661 CHF | 32'591 CHF | 99.01% | 99.01% |
11.07.2024 | 0.97% | 1.28 CHF | 1.29 CHF | 40'000 | 25'000 | 48'477 | 25'000 | 58'317 CHF | 30'412 CHF | 98.95% | 98.95% |
10.07.2024 | 1.05% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'424 CHF | 29'013 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 1.21 CHF | 1.22 CHF | 50'000 | 25'000 | 44'345 | 25'000 | 55'288 CHF | 31'544 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.24 CHF | 1.25 CHF | 50'000 | 25'000 | 44'642 | 25'000 | 55'604 CHF | 31'489 CHF | 99.87% | 99.87% |
05.07.2024 | 0.98% | 1.19 CHF | 1.20 CHF | 50'000 | 25'000 | 48'336 | 25'000 | 59'221 CHF | 30'954 CHF | 98.81% | 98.81% |
04.07.2024 | 0.97% | 1.27 CHF | 1.28 CHF | 40'000 | 25'000 | 48'212 | 25'000 | 59'090 CHF | 30'963 CHF | 100.00% | 100.00% |
03.07.2024 | 0.98% | 1.15 CHF | 1.16 CHF | 50'000 | 25'000 | 44'977 | 25'000 | 54'907 CHF | 30'923 CHF | 99.73% | 99.73% |
02.07.2024 | 1.03% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'354 CHF | 28'975 CHF | 100.00% | 100.00% |