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 | 2.01% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 42'183 | 29'114 | 57'439 CHF | 40'217 CHF | 98.56% | 98.56% |
12.07.2024 | 2.09% | 1.48 CHF | 1.50 CHF | 50'000 | 50'000 | 42'171 | 29'000 | 55'934 CHF | 39'574 CHF | 99.62% | 99.62% |
11.07.2024 | 1.96% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 42'383 | 29'380 | 59'069 CHF | 41'547 CHF | 90.14% | 90.14% |
10.07.2024 | 2.26% | 1.36 CHF | 1.38 CHF | 50'000 | 50'000 | 49'508 | 29'032 | 61'129 CHF | 37'574 CHF | 97.61% | 97.61% |
09.07.2024 | 5.43% | 1.15 CHF | 1.21 CHF | 5'000 | 5'000 | 2'910 | 2'910 | 3'495 CHF | 3'688 CHF | 96.08% | 96.08% |
08.07.2024 | 6.26% | 1.07 CHF | 1.13 CHF | 5'000 | 5'000 | 2'899 | 2'899 | 3'077 CHF | 3'270 CHF | 99.52% | 99.52% |
05.07.2024 | 4.28% | 0.96 CHF | 1.02 CHF | 5'000 | 5'000 | 56'557 | 19'685 | 44'554 CHF | 16'243 CHF | 95.74% | 95.74% |
04.07.2024 | 8.26% | 0.73 CHF | 0.80 CHF | 1'000 | 1'000 | 9'485 | 2'107 | 7'256 CHF | 1'701 CHF | 91.12% | 91.12% |
03.07.2024 | 8.62% | 0.75 CHF | 0.81 CHF | 5'000 | 5'000 | 2'869 | 2'869 | 2'155 CHF | 2'345 CHF | 99.61% | 99.61% |
02.07.2024 | 11.12% | 0.62 CHF | 0.68 CHF | 5'000 | 5'000 | 2'928 | 2'926 | 1'712 CHF | 1'903 CHF | 89.71% | 89.71% |