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 | 0.88% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 36'904 | 36'904 | 58'250 CHF | 58'720 CHF | 94.82% | 94.82% |
12.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'600 CHF | 77'100 CHF | 83.96% | 83.96% |
11.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'328 CHF | 77'828 CHF | 86.33% | 86.33% |
10.07.2024 | 0.61% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'402 CHF | 81'902 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'083 CHF | 84'583 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'893 CHF | 83'393 CHF | 99.56% | 99.56% |
05.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'564 CHF | 85'064 CHF | 98.87% | 98.87% |
04.07.2024 | 0.95% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 46'536 CHF | 46'966 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 1.73 CHF | 1.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'401 CHF | 43'812 CHF | 99.73% | 99.73% |
02.07.2024 | 0.95% | 1.70 CHF | 1.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'259 CHF | 43'673 CHF | 98.12% | 98.12% |