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 | 0.55% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 31'438 | 30'734 | 93'968 CHF | 92'319 CHF | 55.82% | 55.82% |
12.07.2024 | 0.48% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 38'886 | 38'673 | 110'513 CHF | 110'381 CHF | 33.81% | 33.81% |
11.07.2024 | 0.64% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 29'602 | 28'021 | 83'434 CHF | 79'361 CHF | 66.51% | 66.51% |
10.07.2024 | 0.65% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 27'075 | 25'910 | 75'918 CHF | 73'054 CHF | 90.25% | 90.25% |
09.07.2024 | 0.68% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 26'407 | 25'352 | 70'948 CHF | 68'575 CHF | 99.67% | 99.67% |
08.07.2024 | 0.68% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 27'617 | 26'328 | 72'678 CHF | 69'714 CHF | 81.50% | 81.50% |
05.07.2024 | 0.73% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 34'256 | 25'464 | 85'132 CHF | 63'870 CHF | 98.35% | 98.35% |
04.07.2024 | 0.69% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 35'273 | 27'628 | 87'196 CHF | 68'759 CHF | 81.13% | 81.13% |
03.07.2024 | 0.65% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 27'561 | 26'694 | 70'609 CHF | 68'769 CHF | 84.86% | 84.86% |
02.07.2024 | 0.70% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 29'794 | 27'896 | 74'388 CHF | 69'878 CHF | 67.43% | 67.43% |