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 | 0.93% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 47'422 | 40'601 | 90'665 CHF | 78'328 CHF | 97.86% | 97.86% |
12.07.2024 | 0.92% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 47'181 | 40'207 | 90'774 CHF | 77'858 CHF | 97.31% | 97.31% |
11.07.2024 | 0.79% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 47'132 | 40'264 | 103'972 CHF | 88'868 CHF | 99.03% | 99.03% |
10.07.2024 | 0.78% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 47'183 | 40'321 | 106'649 CHF | 91'543 CHF | 99.30% | 99.30% |
09.07.2024 | 2.96% | 2.28 CHF | 2.34 CHF | 10'000 | 10'000 | 4'023 | 4'023 | 9'111 CHF | 9'371 CHF | 99.65% | 99.65% |
08.07.2024 | 2.93% | 2.27 CHF | 2.33 CHF | 10'000 | 10'000 | 4'023 | 4'023 | 9'179 CHF | 9'439 CHF | 99.55% | 99.55% |
05.07.2024 | 1.26% | 2.29 CHF | 2.35 CHF | 10'000 | 10'000 | 28'467 | 21'819 | 63'179 CHF | 49'013 CHF | 92.20% | 92.20% |
04.07.2024 | 2.89% | 2.20 CHF | 2.27 CHF | 5'000 | 5'000 | 10'065 | 10'065 | 22'132 CHF | 22'555 CHF | 99.02% | 99.02% |
03.07.2024 | 2.86% | 2.16 CHF | 2.22 CHF | 10'000 | 10'000 | 4'077 | 4'077 | 9'302 CHF | 9'566 CHF | 98.67% | 98.67% |
02.07.2024 | 3.20% | 2.14 CHF | 2.20 CHF | 10'000 | 10'000 | 2'788 | 2'788 | 5'940 CHF | 6'130 CHF | 81.63% | 81.63% |