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 | 0.74% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 36'905 | 36'905 | 64'622 CHF | 65'068 CHF | 94.82% | 94.82% |
12.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'282 CHF | 85'782 CHF | 83.96% | 83.96% |
11.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'972 CHF | 86'472 CHF | 86.34% | 86.34% |
10.07.2024 | 0.55% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'068 CHF | 90'568 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'761 CHF | 93'261 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'583 CHF | 92'083 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'198 CHF | 93'698 CHF | 98.87% | 98.87% |
04.07.2024 | 0.82% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 51'194 CHF | 51'603 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.90 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'727 CHF | 48'140 CHF | 99.73% | 99.73% |
02.07.2024 | 0.85% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'592 CHF | 47'998 CHF | 99.75% | 99.75% |