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% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 36'841 | 36'841 | 56'290 CHF | 56'748 CHF | 94.36% | 94.36% |
12.07.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'100 CHF | 74'600 CHF | 83.95% | 83.95% |
11.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'824 CHF | 75'324 CHF | 86.34% | 86.34% |
10.07.2024 | 0.63% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'902 CHF | 79'402 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'583 CHF | 82'083 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'393 CHF | 80'893 CHF | 99.56% | 99.56% |
05.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'064 CHF | 82'564 CHF | 98.87% | 98.87% |
04.07.2024 | 0.97% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 45'193 CHF | 45'623 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 1.68 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'151 CHF | 42'548 CHF | 99.73% | 99.73% |
02.07.2024 | 0.98% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'009 CHF | 42'423 CHF | 98.12% | 98.12% |