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% | 1.29 CHF | 1.30 CHF | 40'000 | 20'000 | 48'261 | 20'000 | 58'726 CHF | 24'577 CHF | 96.97% | 96.97% |
12.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 40'000 | 10'000 | 46'831 | 10'000 | 55'751 CHF | 12'063 CHF | 99.01% | 99.01% |
11.07.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 50'000 | 20'000 | 49'478 | 20'000 | 58'284 CHF | 23'775 CHF | 99.08% | 99.08% |
10.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 46'149 | 20'000 | 57'179 CHF | 25'027 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 59'135 CHF | 23'854 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 50'000 | 10'000 | 50'000 | 10'000 | 57'052 CHF | 11'510 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 55'787 CHF | 22'515 CHF | 98.86% | 98.86% |
04.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 20'000 | 49'084 | 20'000 | 59'915 CHF | 24'626 CHF | 100.00% | 100.00% |
03.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'299 CHF | 27'350 CHF | 82.74% | 82.74% |
02.07.2024 | 0.67% | 1.42 CHF | 1.43 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'666 CHF | 30'033 CHF | 100.00% | 100.00% |