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 | 0.87% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 36'903 | 36'903 | 53'634 CHF | 54'071 CHF | 94.83% | 94.83% |
12.07.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'329 CHF | 70'829 CHF | 83.96% | 83.96% |
11.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'087 CHF | 71'587 CHF | 86.34% | 86.34% |
10.07.2024 | 0.66% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'143 CHF | 75'643 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'863 CHF | 78'363 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'672 CHF | 77'172 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'282 CHF | 78'782 CHF | 98.87% | 98.87% |
04.07.2024 | 1.00% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 26'857 | 26'857 | 43'203 CHF | 43'627 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 1.60 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'275 CHF | 40'694 CHF | 99.73% | 99.73% |
02.07.2024 | 1.02% | 1.57 CHF | 1.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'138 CHF | 40'551 CHF | 99.91% | 99.91% |