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 | 0.49% | 4.42 CHF | 4.43 CHF | 50'000 | 50'000 | 31'449 | 30'744 | 139'993 CHF | 137'411 CHF | 55.76% | 55.76% |
12.07.2024 | 0.40% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 38'879 | 38'666 | 167'365 CHF | 166'992 CHF | 33.82% | 33.82% |
11.07.2024 | 0.53% | 4.22 CHF | 4.23 CHF | 50'000 | 50'000 | 29'597 | 28'016 | 126'747 CHF | 120'434 CHF | 66.54% | 66.54% |
10.07.2024 | 0.60% | 4.30 CHF | 4.31 CHF | 50'000 | 50'000 | 27'073 | 25'908 | 115'603 CHF | 111'173 CHF | 90.28% | 90.28% |
09.07.2024 | 0.63% | 4.18 CHF | 4.19 CHF | 50'000 | 50'000 | 26'405 | 25'349 | 109'618 CHF | 105'847 CHF | 99.69% | 99.69% |
08.07.2024 | 0.60% | 4.11 CHF | 4.12 CHF | 50'000 | 50'000 | 27'776 | 26'495 | 113'703 CHF | 109'018 CHF | 82.11% | 82.11% |
05.07.2024 | 0.66% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 26'521 | 25'462 | 104'913 CHF | 101'299 CHF | 98.37% | 98.37% |
04.07.2024 | 0.61% | 3.96 CHF | 3.97 CHF | 50'000 | 50'000 | 27'909 | 27'628 | 109'981 CHF | 109'443 CHF | 81.13% | 81.13% |
03.07.2024 | 0.61% | 3.86 CHF | 3.87 CHF | 50'000 | 50'000 | 27'560 | 26'693 | 111'113 CHF | 108'150 CHF | 84.87% | 84.87% |
02.07.2024 | 0.61% | 3.97 CHF | 3.98 CHF | 50'000 | 50'000 | 29'455 | 27'894 | 116'962 CHF | 111'088 CHF | 67.48% | 67.48% |