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 | 0.78% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 58'817 CHF | 59'251 CHF | 94.83% | 94.83% |
12.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'360 CHF | 77'860 CHF | 83.96% | 83.96% |
11.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'109 CHF | 78'609 CHF | 86.33% | 86.33% |
10.07.2024 | 0.61% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'171 CHF | 82'671 CHF | 99.75% | 99.75% |
09.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'880 CHF | 85'380 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'716 CHF | 84'216 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'308 CHF | 85'808 CHF | 98.87% | 98.87% |
04.07.2024 | 0.90% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 46'984 CHF | 47'397 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 1.74 CHF | 1.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'789 CHF | 44'202 CHF | 99.73% | 99.73% |
02.07.2024 | 0.97% | 1.71 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'652 CHF | 44'076 CHF | 99.99% | 99.99% |