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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 53'687 | 39'313 | 76'105 CHF | 55'799 CHF | 83.20% | 83.20% |
11.07.2024 | 0.54% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 47'060 | 40'090 | 85'007 CHF | 72'347 CHF | 94.15% | 94.15% |
10.07.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 100'000 | 100'000 | 47'501 | 40'671 | 86'759 CHF | 74'632 CHF | 96.92% | 96.92% |
09.07.2024 | 2.70% | 1.81 CHF | 1.86 CHF | 10'000 | 10'000 | 3'995 | 3'995 | 7'316 CHF | 7'516 CHF | 96.79% | 96.79% |
08.07.2024 | 2.54% | 1.80 CHF | 1.85 CHF | 10'000 | 10'000 | 4'002 | 4'002 | 7'545 CHF | 7'745 CHF | 97.78% | 97.78% |
05.07.2024 | 1.12% | 1.82 CHF | 1.87 CHF | 10'000 | 10'000 | 35'434 | 21'714 | 54'092 CHF | 33'590 CHF | 97.94% | 97.94% |
04.07.2024 | 2.96% | 1.51 CHF | 1.56 CHF | 5'000 | 5'000 | 11'001 | 11'001 | 16'476 CHF | 16'759 CHF | 79.34% | 79.34% |
03.07.2024 | 3.29% | 1.46 CHF | 1.51 CHF | 10'000 | 10'000 | 4'120 | 4'120 | 6'092 CHF | 6'298 CHF | 87.27% | 87.27% |
02.07.2024 | 3.58% | 1.40 CHF | 1.45 CHF | 10'000 | 10'000 | 4'072 | 4'072 | 5'617 CHF | 5'820 CHF | 98.27% | 98.27% |
01.07.2024 | 1.19% | 1.33 CHF | 1.38 CHF | 10'000 | 10'000 | 37'324 | 23'134 | 54'010 CHF | 33'666 CHF | 92.27% | 92.27% |