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 | 0.96% | 1.73 CHF | 1.75 CHF | 37'500 | 37'500 | 49'931 | 49'931 | 86'352 CHF | 87'102 CHF | 99.73% | 99.73% |
12.07.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'961 CHF | 145'711 CHF | 99.01% | 99.01% |
11.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'977 CHF | 142'727 CHF | 99.09% | 99.09% |
10.07.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 131'103 CHF | 131'853 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'764 CHF | 134'514 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'871 CHF | 134'621 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'580 CHF | 141'400 CHF | 98.86% | 98.86% |
04.07.2024 | 0.62% | 1.86 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 140'397 CHF | 141'265 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'393 CHF | 143'143 CHF | 99.82% | 99.82% |
02.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'632 CHF | 142'382 CHF | 99.59% | 99.59% |