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 | 0.57% | 1.83 CHF | 1.84 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 52'511 CHF | 35'207 CHF | 97.10% | 97.10% |
12.07.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 30'000 | 10'000 | 32'179 | 10'000 | 55'435 CHF | 17'379 CHF | 99.01% | 99.01% |
11.07.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 40'000 | 20'000 | 32'543 | 20'000 | 55'417 CHF | 34'388 CHF | 99.08% | 99.08% |
10.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 53'207 CHF | 35'672 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 30'000 | 20'000 | 30'077 | 20'000 | 51'571 CHF | 34'496 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 30'000 | 10'000 | 34'987 | 10'000 | 58'352 CHF | 16'810 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 37'789 | 20'000 | 62'185 CHF | 33'146 CHF | 98.86% | 98.86% |
04.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 52'559 CHF | 35'239 CHF | 100.00% | 100.00% |
03.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 56'647 CHF | 37'964 CHF | 82.74% | 82.74% |
02.07.2024 | 0.49% | 1.95 CHF | 1.96 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 60'681 CHF | 40'654 CHF | 99.76% | 99.76% |