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 | 0.71% | 1.97 CHF | 1.98 CHF | 75'000 | 75'000 | 54'516 | 54'516 | 108'799 CHF | 109'503 CHF | 99.72% | 99.72% |
12.07.2024 | 1.00% | 1.99 CHF | 2.01 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 72'011 CHF | 72'737 CHF | 99.01% | 99.01% |
11.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'702 CHF | 141'452 CHF | 99.07% | 99.07% |
10.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'479 CHF | 137'229 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'155 CHF | 135'905 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 134'220 CHF | 134'970 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'417 CHF | 137'167 CHF | 98.86% | 98.86% |
04.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'132 CHF | 131'882 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'804 CHF | 122'554 CHF | 99.82% | 99.82% |
02.07.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'205 CHF | 115'955 CHF | 98.76% | 98.76% |