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 | 1.29% | 1.63 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'196 CHF | 82'254 CHF | 98.73% | 98.73% |
12.07.2024 | 1.33% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'285 CHF | 78'316 CHF | 99.38% | 99.38% |
11.07.2024 | 1.36% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'321 CHF | 75'337 CHF | 94.92% | 94.92% |
10.07.2024 | 1.45% | 1.42 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'964 CHF | 70'984 CHF | 99.42% | 99.42% |
09.07.2024 | 1.98% | 1.41 CHF | 1.45 CHF | 25'000 | 25'000 | 26'552 | 26'552 | 38'960 CHF | 39'721 CHF | 97.84% | 97.84% |
08.07.2024 | 0.81% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'334 CHF | 73'932 CHF | 98.16% | 98.16% |
05.07.2024 | 0.86% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'658 CHF | 71'268 CHF | 99.39% | 99.39% |
04.07.2024 | 0.89% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'390 CHF | 70'010 CHF | 98.25% | 98.25% |
03.07.2024 | 0.93% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'130 CHF | 65'737 CHF | 97.38% | 97.38% |
02.07.2024 | 0.99% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'724 CHF | 61'329 CHF | 93.42% | 93.42% |