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 | 0.58% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 47'346 | 39'216 | 80'908 CHF | 67'285 CHF | 83.07% | 83.07% |
11.07.2024 | 0.47% | 1.93 CHF | 1.94 CHF | 100'000 | 100'000 | 47'090 | 40'124 | 97'668 CHF | 83'167 CHF | 94.20% | 94.20% |
10.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 47'257 | 40'396 | 99'034 CHF | 85'003 CHF | 96.47% | 96.47% |
09.07.2024 | 2.36% | 2.08 CHF | 2.13 CHF | 10'000 | 10'000 | 3'982 | 3'982 | 8'363 CHF | 8'562 CHF | 96.58% | 96.58% |
08.07.2024 | 2.25% | 2.07 CHF | 2.12 CHF | 10'000 | 10'000 | 4'000 | 4'000 | 8'595 CHF | 8'795 CHF | 97.75% | 97.75% |
05.07.2024 | 0.95% | 2.09 CHF | 2.14 CHF | 10'000 | 10'000 | 28'629 | 21'739 | 51'909 CHF | 39'800 CHF | 97.51% | 97.51% |
04.07.2024 | 2.49% | 1.79 CHF | 1.84 CHF | 5'000 | 5'000 | 11'001 | 11'001 | 19'618 CHF | 19'901 CHF | 79.34% | 79.34% |
03.07.2024 | 2.76% | 1.75 CHF | 1.80 CHF | 10'000 | 10'000 | 4'118 | 4'118 | 7'284 CHF | 7'490 CHF | 87.25% | 87.25% |
02.07.2024 | 2.97% | 1.69 CHF | 1.74 CHF | 10'000 | 10'000 | 4'068 | 4'068 | 6'792 CHF | 6'995 CHF | 98.21% | 98.21% |
01.07.2024 | 0.99% | 1.62 CHF | 1.67 CHF | 10'000 | 10'000 | 30'197 | 23'100 | 52'289 CHF | 40'229 CHF | 92.23% | 92.23% |