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 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 25'000 | 49'995 | 25'000 | 60'276 CHF | 30'391 CHF | 97.10% | 97.10% |
12.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 60'337 CHF | 30'419 CHF | 99.01% | 99.01% |
11.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40'000 | 25'000 | 46'685 | 25'000 | 57'896 CHF | 31'274 CHF | 99.09% | 99.09% |
10.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 61'063 CHF | 30'782 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 25'000 | 48'303 | 25'000 | 59'646 CHF | 31'134 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 50'846 CHF | 32'029 CHF | 100.00% | 100.00% |
05.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'541 CHF | 32'463 CHF | 61.81% | 61.81% |
04.07.2024 | 1.34% | 1.24 CHF | 1.25 CHF | 50'000 | 25'000 | 15'289 | 13'430 | 18'901 CHF | 16'812 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 1.26 CHF | 1.28 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 15'769 CHF | 15'986 CHF | 99.73% | 99.73% |
02.07.2024 | 1.44% | 1.22 CHF | 1.24 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 15'159 CHF | 15'379 CHF | 100.00% | 100.00% |