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 | 0.66% | 1.58 CHF | 1.59 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'325 CHF | 30'363 CHF | 97.10% | 97.10% |
12.07.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 59'450 CHF | 14'963 CHF | 99.01% | 99.01% |
11.07.2024 | 0.68% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'750 CHF | 29'575 CHF | 99.08% | 99.08% |
10.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'233 CHF | 30'817 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'908 CHF | 29'654 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 57'208 CHF | 14'402 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'196 CHF | 28'298 CHF | 98.86% | 98.86% |
04.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'369 CHF | 30'384 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 38'717 | 20'000 | 63'698 CHF | 33'122 CHF | 82.74% | 82.74% |
02.07.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 53'384 CHF | 35'790 CHF | 99.14% | 99.14% |