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 | 0.73% | 1.44 CHF | 1.45 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'645 CHF | 27'523 CHF | 97.09% | 97.09% |
12.07.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 40'000 | 10'000 | 40'012 | 10'000 | 53'755 CHF | 13'535 CHF | 99.01% | 99.01% |
11.07.2024 | 0.75% | 1.26 CHF | 1.27 CHF | 40'000 | 20'000 | 41'332 | 20'000 | 54'667 CHF | 26'713 CHF | 99.08% | 99.08% |
10.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'572 CHF | 27'986 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 53'209 CHF | 26'805 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 40'000 | 10'000 | 40'759 | 10'000 | 52'451 CHF | 12'978 CHF | 99.97% | 99.97% |
05.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 40'000 | 20'000 | 42'217 | 20'000 | 53'275 CHF | 25'464 CHF | 98.86% | 98.86% |
04.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'740 CHF | 27'570 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'212 CHF | 30'306 CHF | 82.74% | 82.74% |
02.07.2024 | 0.61% | 1.56 CHF | 1.57 CHF | 40'000 | 20'000 | 37'795 | 20'000 | 61'779 CHF | 32'945 CHF | 99.85% | 99.85% |