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 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 34'575 | 30'719 | 60'256 CHF | 53'848 CHF | 94.62% | 94.62% |
12.07.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 42'208 | 30'521 | 69'340 CHF | 50'581 CHF | 98.03% | 98.03% |
11.07.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 34'360 | 30'450 | 58'084 CHF | 51'704 CHF | 99.21% | 99.21% |
10.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 42'263 | 30'657 | 70'215 CHF | 51'335 CHF | 95.66% | 95.66% |
09.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 42'172 | 30'429 | 68'701 CHF | 49'883 CHF | 99.65% | 99.65% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 42'170 | 30'426 | 67'675 CHF | 49'009 CHF | 99.64% | 99.64% |
05.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 42'273 | 30'683 | 64'714 CHF | 47'425 CHF | 95.24% | 95.24% |
04.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'461 CHF | 38'038 CHF | 94.10% | 94.10% |
03.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 42'172 | 30'431 | 62'981 CHF | 45'776 CHF | 99.66% | 99.66% |
02.07.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 60'657 CHF | 44'213 CHF | 99.66% | 99.66% |