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 | 0.86% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'998 CHF | 29'249 CHF | 97.09% | 97.09% |
12.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'142 CHF | 29'321 CHF | 99.01% | 99.01% |
11.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'765 CHF | 30'133 CHF | 99.09% | 99.09% |
10.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'828 CHF | 29'664 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 59'537 CHF | 30'018 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 61'380 CHF | 30'940 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40'000 | 25'000 | 44'460 | 25'000 | 55'277 CHF | 31'352 CHF | 61.81% | 61.81% |
04.07.2024 | 1.29% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 18'216 CHF | 16'205 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 1.22 CHF | 1.23 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 15'203 CHF | 15'431 CHF | 99.73% | 99.73% |
02.07.2024 | 1.46% | 1.18 CHF | 1.20 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 14'602 CHF | 14'816 CHF | 100.00% | 100.00% |