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 | 0.86% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 36'905 | 36'905 | 54'464 CHF | 54'906 CHF | 94.81% | 94.81% |
12.07.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'422 CHF | 71'922 CHF | 83.95% | 83.95% |
11.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'171 CHF | 72'671 CHF | 86.33% | 86.33% |
10.07.2024 | 0.65% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'235 CHF | 76'735 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'947 CHF | 79'447 CHF | 99.46% | 99.46% |
08.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'751 CHF | 78'251 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'387 CHF | 79'887 CHF | 98.87% | 98.87% |
04.07.2024 | 0.97% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 43'797 CHF | 44'213 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 1.62 CHF | 1.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'821 CHF | 41'240 CHF | 99.73% | 99.73% |
02.07.2024 | 1.03% | 1.59 CHF | 1.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'686 CHF | 41'108 CHF | 99.79% | 99.79% |