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 | 1.87% | 1.77 CHF | 1.79 CHF | 50'000 | 50'000 | 26'427 | 26'427 | 46'096 CHF | 46'859 CHF | 99.33% | 99.33% |
12.07.2024 | 1.83% | 1.84 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 20'015 | 55'893 CHF | 37'899 CHF | 99.63% | 99.63% |
11.07.2024 | 1.83% | 1.96 CHF | 1.98 CHF | 50'000 | 50'000 | 34'563 | 26'844 | 65'722 CHF | 52'039 CHF | 93.14% | 93.14% |
10.07.2024 | 1.68% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 27'978 | 27'978 | 53'955 CHF | 54'732 CHF | 80.02% | 80.02% |
09.07.2024 | 1.77% | 1.86 CHF | 1.88 CHF | 50'000 | 50'000 | 26'407 | 26'407 | 47'196 CHF | 47'933 CHF | 99.61% | 99.61% |
08.07.2024 | 1.73% | 1.71 CHF | 1.73 CHF | 50'000 | 50'000 | 26'411 | 26'411 | 43'807 CHF | 44'482 CHF | 99.60% | 99.60% |
05.07.2024 | 1.75% | 1.66 CHF | 1.68 CHF | 50'000 | 50'000 | 26'527 | 26'527 | 44'580 CHF | 45'271 CHF | 98.28% | 98.28% |
04.07.2024 | 1.77% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 27'272 | 27'272 | 46'143 CHF | 46'865 CHF | 88.23% | 88.23% |
03.07.2024 | 1.75% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 26'441 | 26'441 | 45'290 CHF | 46'005 CHF | 99.61% | 99.61% |
02.07.2024 | 1.74% | 1.85 CHF | 1.87 CHF | 50'000 | 50'000 | 34'270 | 26'405 | 65'552 CHF | 51'170 CHF | 99.63% | 99.63% |