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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 100'000 | 100'000 | 46'483 | 39'293 | 104'303 CHF | 88'360 CHF | 83.16% | 83.16% |
11.07.2024 | 0.37% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 40'139 | 40'139 | 105'798 CHF | 106'199 CHF | 94.22% | 94.22% |
10.07.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 40'654 | 40'654 | 108'566 CHF | 108'972 CHF | 96.88% | 96.88% |
09.07.2024 | 1.86% | 2.65 CHF | 2.70 CHF | 10'000 | 10'000 | 3'992 | 3'992 | 10'677 CHF | 10'876 CHF | 96.76% | 96.76% |
08.07.2024 | 1.78% | 2.64 CHF | 2.69 CHF | 10'000 | 10'000 | 3'999 | 3'999 | 10'900 CHF | 11'100 CHF | 97.72% | 97.72% |
05.07.2024 | 0.74% | 2.66 CHF | 2.71 CHF | 10'000 | 10'000 | 28'535 | 21'670 | 67'454 CHF | 51'619 CHF | 97.87% | 97.87% |
04.07.2024 | 1.90% | 2.34 CHF | 2.39 CHF | 5'000 | 5'000 | 11'000 | 11'000 | 25'664 CHF | 25'948 CHF | 79.34% | 79.34% |
03.07.2024 | 2.12% | 2.30 CHF | 2.35 CHF | 10'000 | 10'000 | 4'120 | 4'120 | 9'539 CHF | 9'745 CHF | 87.28% | 87.28% |
02.07.2024 | 2.25% | 2.23 CHF | 2.28 CHF | 10'000 | 10'000 | 4'084 | 4'084 | 9'006 CHF | 9'210 CHF | 98.47% | 98.47% |
01.07.2024 | 0.75% | 2.15 CHF | 2.20 CHF | 10'000 | 10'000 | 30'197 | 23'099 | 68'553 CHF | 52'663 CHF | 92.23% | 92.23% |