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 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 49'881 | 25'000 | 60'818 CHF | 30'733 CHF | 97.10% | 97.10% |
12.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 61'053 CHF | 30'777 CHF | 99.01% | 99.01% |
11.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 40'000 | 25'000 | 42'542 | 25'000 | 53'280 CHF | 31'580 CHF | 99.09% | 99.09% |
10.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 61'828 CHF | 31'164 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50'000 | 25'000 | 43'671 | 25'000 | 54'569 CHF | 31'511 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'489 CHF | 32'431 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'150 CHF | 32'844 CHF | 61.81% | 61.81% |
04.07.2024 | 1.29% | 1.26 CHF | 1.27 CHF | 40'000 | 25'000 | 14'546 | 13'430 | 18'184 CHF | 17'001 CHF | 100.00% | 100.00% |
03.07.2024 | 1.39% | 1.28 CHF | 1.29 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 15'953 CHF | 16'175 CHF | 99.73% | 99.73% |
02.07.2024 | 1.42% | 1.24 CHF | 1.26 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 15'340 CHF | 15'560 CHF | 100.00% | 100.00% |