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 | 2.21% | 1.50 CHF | 1.52 CHF | 100'000 | 100'000 | 53'035 | 37'381 | 83'307 CHF | 59'298 CHF | 99.26% | 99.26% |
12.07.2024 | 2.23% | 1.58 CHF | 1.60 CHF | 100'000 | 100'000 | 53'034 | 37'378 | 83'838 CHF | 60'208 CHF | 99.66% | 99.66% |
11.07.2024 | 1.24% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 53'088 | 37'451 | 76'709 CHF | 55'147 CHF | 99.23% | 99.23% |
10.07.2024 | 2.43% | 1.45 CHF | 1.47 CHF | 100'000 | 100'000 | 53'042 | 37'390 | 76'605 CHF | 55'025 CHF | 99.59% | 99.59% |
09.07.2024 | 2.42% | 1.45 CHF | 1.47 CHF | 100'000 | 100'000 | 53'032 | 37'376 | 76'663 CHF | 54'913 CHF | 99.65% | 99.65% |
08.07.2024 | 1.22% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 52'973 | 37'297 | 77'566 CHF | 55'513 CHF | 99.53% | 99.53% |
05.07.2024 | 2.23% | 1.45 CHF | 1.47 CHF | 100'000 | 100'000 | 53'207 | 37'609 | 82'271 CHF | 58'479 CHF | 98.34% | 98.34% |
04.07.2024 | 2.44% | 1.60 CHF | 1.64 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 64'780 CHF | 33'190 CHF | 99.17% | 99.17% |
03.07.2024 | 2.13% | 1.65 CHF | 1.67 CHF | 100'000 | 100'000 | 51'975 | 37'372 | 86'426 CHF | 63'414 CHF | 99.65% | 99.65% |
02.07.2024 | 1.97% | 1.74 CHF | 1.76 CHF | 100'000 | 100'000 | 45'203 | 37'374 | 80'743 CHF | 67'801 CHF | 99.65% | 99.65% |