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 | 0.62% | 3.56 CHF | 3.57 CHF | 50'000 | 50'000 | 31'436 | 30'732 | 112'785 CHF | 110'829 CHF | 55.83% | 55.83% |
12.07.2024 | 0.50% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 38'880 | 38'667 | 133'810 CHF | 133'618 CHF | 33.82% | 33.82% |
11.07.2024 | 0.72% | 3.36 CHF | 3.37 CHF | 50'000 | 50'000 | 29'597 | 28'016 | 101'169 CHF | 96'262 CHF | 66.53% | 66.53% |
10.07.2024 | 0.76% | 3.44 CHF | 3.45 CHF | 50'000 | 50'000 | 27'073 | 25'908 | 92'170 CHF | 88'750 CHF | 90.27% | 90.27% |
09.07.2024 | 0.78% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 26'404 | 25'349 | 86'757 CHF | 83'890 CHF | 99.69% | 99.69% |
08.07.2024 | 0.78% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 27'615 | 26'325 | 89'162 CHF | 85'565 CHF | 81.52% | 81.52% |
05.07.2024 | 0.84% | 3.17 CHF | 3.18 CHF | 50'000 | 50'000 | 26'522 | 25'462 | 81'974 CHF | 79'278 CHF | 98.37% | 98.37% |
04.07.2024 | 0.78% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 27'909 | 27'628 | 85'813 CHF | 85'513 CHF | 81.13% | 81.13% |
03.07.2024 | 0.75% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 27'560 | 26'693 | 87'200 CHF | 84'975 CHF | 84.87% | 84.87% |
02.07.2024 | 0.77% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 29'456 | 27'895 | 91'340 CHF | 86'825 CHF | 67.48% | 67.48% |