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 | 0.86% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'089 CHF | 58'589 CHF | 86.36% | 86.36% |
12.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'822 CHF | 78'322 CHF | 98.82% | 98.82% |
11.07.2024 | 0.59% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'185 CHF | 84'685 CHF | 98.34% | 98.34% |
10.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'955 CHF | 84'455 CHF | 95.10% | 95.10% |
09.07.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'442 CHF | 86'942 CHF | 98.61% | 98.61% |
08.07.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'330 CHF | 79'830 CHF | 98.59% | 98.59% |
05.07.2024 | 0.59% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'475 CHF | 84'975 CHF | 99.17% | 99.17% |
04.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'205 CHF | 83'705 CHF | 99.18% | 99.18% |
03.07.2024 | 0.70% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'636 CHF | 72'136 CHF | 98.44% | 98.44% |
02.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'700 CHF | 67'200 CHF | 98.84% | 98.84% |