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 | 0.83% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 59'780 CHF | 60'238 CHF | 94.83% | 94.83% |
12.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'696 CHF | 79'196 CHF | 83.95% | 83.95% |
11.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'442 CHF | 79'942 CHF | 86.33% | 86.33% |
10.07.2024 | 0.60% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'523 CHF | 84'023 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'210 CHF | 86'710 CHF | 99.90% | 99.90% |
08.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'007 CHF | 85'507 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'655 CHF | 87'155 CHF | 98.74% | 98.74% |
04.07.2024 | 0.86% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 47'686 CHF | 48'087 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.77 CHF | 1.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'452 CHF | 44'863 CHF | 99.73% | 99.73% |
02.07.2024 | 0.91% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'312 CHF | 44'717 CHF | 100.00% | 100.00% |