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 | 0.74% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 31'401 | 30'696 | 94'050 CHF | 92'502 CHF | 55.72% | 55.72% |
12.07.2024 | 0.61% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 38'881 | 38'668 | 110'784 CHF | 110'720 CHF | 33.82% | 33.82% |
11.07.2024 | 0.85% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 29'560 | 27'976 | 83'495 CHF | 79'515 CHF | 66.41% | 66.41% |
10.07.2024 | 0.91% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 27'074 | 25'908 | 76'047 CHF | 73'315 CHF | 90.27% | 90.27% |
09.07.2024 | 0.97% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 26'405 | 25'350 | 71'078 CHF | 68'845 CHF | 99.69% | 99.69% |
08.07.2024 | 0.98% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 27'777 | 26'496 | 73'237 CHF | 70'441 CHF | 82.11% | 82.11% |
05.07.2024 | 1.05% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 33'898 | 25'462 | 84'397 CHF | 64'144 CHF | 98.36% | 98.36% |
04.07.2024 | 0.97% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 35'273 | 27'628 | 87'398 CHF | 69'064 CHF | 81.13% | 81.13% |
03.07.2024 | 0.97% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 27'560 | 26'693 | 70'776 CHF | 69'090 CHF | 84.87% | 84.87% |
02.07.2024 | 0.92% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 29'749 | 27'846 | 74'489 CHF | 70'057 CHF | 67.32% | 67.32% |