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 | 0.53% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 46'874 | 39'555 | 88'072 CHF | 74'922 CHF | 90.65% | 90.65% |
12.07.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 46'500 | 39'313 | 91'494 CHF | 77'557 CHF | 83.20% | 83.20% |
11.07.2024 | 0.42% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 47'128 | 40'167 | 110'894 CHF | 94'445 CHF | 94.27% | 94.27% |
10.07.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 47'501 | 40'671 | 112'846 CHF | 96'971 CHF | 96.92% | 96.92% |
09.07.2024 | 2.08% | 2.36 CHF | 2.41 CHF | 10'000 | 10'000 | 3'995 | 3'995 | 9'508 CHF | 9'708 CHF | 96.79% | 96.79% |
08.07.2024 | 1.99% | 2.34 CHF | 2.39 CHF | 10'000 | 10'000 | 4'002 | 4'002 | 9'723 CHF | 9'923 CHF | 97.78% | 97.78% |
05.07.2024 | 0.84% | 2.37 CHF | 2.42 CHF | 10'000 | 10'000 | 28'572 | 21'712 | 59'451 CHF | 45'562 CHF | 97.93% | 97.93% |
04.07.2024 | 2.17% | 2.06 CHF | 2.11 CHF | 5'000 | 5'000 | 11'001 | 11'001 | 22'563 CHF | 22'846 CHF | 79.34% | 79.34% |
03.07.2024 | 2.41% | 2.02 CHF | 2.07 CHF | 10'000 | 10'000 | 4'120 | 4'120 | 8'376 CHF | 8'582 CHF | 87.28% | 87.28% |
02.07.2024 | 2.57% | 1.95 CHF | 2.00 CHF | 10'000 | 10'000 | 4'085 | 4'085 | 7'875 CHF | 8'079 CHF | 98.49% | 98.49% |