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 | 1.82% | 1.73 CHF | 1.76 CHF | 25'000 | 25'000 | 26'377 | 26'377 | 45'428 CHF | 46'253 CHF | 98.73% | 98.73% |
12.07.2024 | 1.35% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'156 CHF | 84'284 CHF | 99.38% | 99.38% |
11.07.2024 | 1.33% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'888 CHF | 87'038 CHF | 98.78% | 98.78% |
10.07.2024 | 1.41% | 1.71 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'455 CHF | 84'637 CHF | 100.00% | 100.00% |
09.07.2024 | 1.30% | 1.72 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'394 CHF | 88'536 CHF | 99.98% | 99.98% |
08.07.2024 | 1.32% | 1.74 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'485 CHF | 86'617 CHF | 100.00% | 100.00% |
05.07.2024 | 1.29% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'470 CHF | 86'582 CHF | 57.37% | 57.37% |
04.07.2024 | 1.32% | 1.65 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'576 CHF | 85'697 CHF | 71.69% | 71.69% |
03.07.2024 | 1.36% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'086 CHF | 85'240 CHF | 66.98% | 66.98% |
02.07.2024 | 1.37% | 1.67 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'561 CHF | 82'689 CHF | 96.11% | 96.11% |