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% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 60'472 CHF | 60'948 CHF | 94.83% | 94.83% |
12.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'637 CHF | 80'137 CHF | 83.95% | 83.95% |
11.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'354 CHF | 80'854 CHF | 86.33% | 86.33% |
10.07.2024 | 0.59% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'445 CHF | 84'945 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'142 CHF | 87'642 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'912 CHF | 86'412 CHF | 99.53% | 99.53% |
05.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'596 CHF | 88'096 CHF | 98.87% | 98.87% |
04.07.2024 | 0.93% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 48'157 CHF | 48'594 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 1.79 CHF | 1.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'916 CHF | 45'321 CHF | 99.73% | 99.73% |
02.07.2024 | 0.91% | 1.76 CHF | 1.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'776 CHF | 45'184 CHF | 100.00% | 100.00% |