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 | 1.61% | 1.70 CHF | 1.72 CHF | 50'000 | 50'000 | 34'382 | 29'137 | 58'424 CHF | 50'167 CHF | 98.64% | 98.64% |
12.07.2024 | 1.67% | 1.83 CHF | 1.85 CHF | 50'000 | 50'000 | 42'161 | 28'999 | 69'960 CHF | 49'271 CHF | 99.61% | 99.61% |
11.07.2024 | 1.58% | 1.68 CHF | 1.70 CHF | 50'000 | 50'000 | 34'689 | 29'288 | 59'991 CHF | 51'309 CHF | 90.17% | 90.17% |
10.07.2024 | 1.79% | 1.69 CHF | 1.71 CHF | 50'000 | 50'000 | 42'195 | 29'032 | 66'108 CHF | 47'029 CHF | 97.61% | 97.61% |
09.07.2024 | 4.32% | 1.46 CHF | 1.52 CHF | 5'000 | 5'000 | 2'912 | 2'912 | 4'426 CHF | 4'619 CHF | 96.17% | 96.17% |
08.07.2024 | 4.90% | 1.37 CHF | 1.43 CHF | 5'000 | 5'000 | 2'900 | 2'900 | 3'954 CHF | 4'146 CHF | 99.60% | 99.60% |
05.07.2024 | 3.24% | 1.26 CHF | 1.32 CHF | 5'000 | 5'000 | 40'836 | 19'712 | 42'920 CHF | 21'448 CHF | 95.56% | 95.56% |
04.07.2024 | 6.21% | 0.99 CHF | 1.06 CHF | 1'000 | 1'000 | 7'025 | 2'107 | 7'197 CHF | 2'248 CHF | 91.12% | 91.12% |
03.07.2024 | 6.48% | 1.01 CHF | 1.07 CHF | 5'000 | 5'000 | 2'868 | 2'868 | 2'897 CHF | 3'087 CHF | 99.58% | 99.58% |
02.07.2024 | 8.15% | 0.85 CHF | 0.91 CHF | 5'000 | 5'000 | 2'921 | 2'921 | 2'362 CHF | 2'554 CHF | 89.49% | 89.49% |