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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 100'000 | 100'000 | 47'618 | 39'293 | 81'212 CHF | 67'267 CHF | 83.16% | 83.16% |
11.07.2024 | 0.46% | 1.96 CHF | 1.97 CHF | 100'000 | 100'000 | 47'059 | 40'089 | 99'854 CHF | 84'968 CHF | 94.15% | 94.15% |
10.07.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 47'483 | 40'649 | 101'773 CHF | 87'472 CHF | 96.86% | 96.86% |
09.07.2024 | 2.31% | 2.12 CHF | 2.17 CHF | 10'000 | 10'000 | 3'992 | 3'992 | 8'573 CHF | 8'773 CHF | 96.75% | 96.75% |
08.07.2024 | 2.19% | 2.11 CHF | 2.16 CHF | 10'000 | 10'000 | 3'999 | 3'999 | 8'804 CHF | 9'004 CHF | 97.72% | 97.72% |
05.07.2024 | 0.94% | 2.14 CHF | 2.19 CHF | 10'000 | 10'000 | 28'536 | 21'671 | 52'239 CHF | 40'064 CHF | 97.86% | 97.86% |
04.07.2024 | 2.47% | 1.81 CHF | 1.86 CHF | 5'000 | 5'000 | 11'000 | 11'000 | 19'794 CHF | 20'077 CHF | 79.34% | 79.34% |
03.07.2024 | 2.75% | 1.76 CHF | 1.81 CHF | 10'000 | 10'000 | 4'120 | 4'120 | 7'326 CHF | 7'532 CHF | 87.27% | 87.27% |
02.07.2024 | 2.96% | 1.70 CHF | 1.75 CHF | 10'000 | 10'000 | 4'081 | 4'081 | 6'820 CHF | 7'024 CHF | 98.43% | 98.43% |
01.07.2024 | 0.98% | 1.62 CHF | 1.67 CHF | 10'000 | 10'000 | 30'223 | 23'115 | 52'574 CHF | 40'432 CHF | 92.09% | 92.09% |