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 | 0.61% | 3.64 CHF | 3.65 CHF | 50'000 | 50'000 | 31'436 | 30'732 | 115'299 CHF | 113'286 CHF | 55.83% | 55.83% |
12.07.2024 | 0.49% | 3.54 CHF | 3.55 CHF | 50'000 | 50'000 | 38'879 | 38'666 | 136'917 CHF | 136'708 CHF | 33.82% | 33.82% |
11.07.2024 | 0.70% | 3.44 CHF | 3.45 CHF | 50'000 | 50'000 | 29'597 | 28'016 | 103'534 CHF | 98'498 CHF | 66.54% | 66.54% |
10.07.2024 | 0.74% | 3.52 CHF | 3.53 CHF | 50'000 | 50'000 | 27'073 | 25'908 | 94'340 CHF | 90'826 CHF | 90.28% | 90.28% |
09.07.2024 | 0.75% | 3.39 CHF | 3.40 CHF | 50'000 | 50'000 | 26'404 | 25'348 | 88'879 CHF | 85'920 CHF | 99.69% | 99.69% |
08.07.2024 | 0.76% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 27'615 | 26'325 | 91'370 CHF | 87'671 CHF | 81.52% | 81.52% |
05.07.2024 | 0.82% | 3.25 CHF | 3.26 CHF | 50'000 | 50'000 | 26'521 | 25'462 | 84'099 CHF | 81'318 CHF | 98.37% | 98.37% |
04.07.2024 | 0.76% | 3.17 CHF | 3.18 CHF | 50'000 | 50'000 | 27'909 | 27'628 | 88'053 CHF | 87'732 CHF | 81.13% | 81.13% |
03.07.2024 | 0.74% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 27'560 | 26'693 | 89'421 CHF | 87'126 CHF | 84.87% | 84.87% |
02.07.2024 | 0.74% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 29'455 | 27'894 | 93'716 CHF | 89'068 CHF | 67.48% | 67.48% |