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 | 0.57% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 31'470 | 30'764 | 89'018 CHF | 87'469 CHF | 55.65% | 55.65% |
12.07.2024 | 0.50% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 38'886 | 38'673 | 104'280 CHF | 104'175 CHF | 33.81% | 33.81% |
11.07.2024 | 0.67% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 29'602 | 28'021 | 78'695 CHF | 74'870 CHF | 66.51% | 66.51% |
10.07.2024 | 0.68% | 2.67 CHF | 2.68 CHF | 50'000 | 50'000 | 27'075 | 25'910 | 71'557 CHF | 68'877 CHF | 90.25% | 90.25% |
09.07.2024 | 0.70% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 27'546 | 25'352 | 69'510 CHF | 64'484 CHF | 99.67% | 99.67% |
08.07.2024 | 0.73% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 35'105 | 26'389 | 86'586 CHF | 65'644 CHF | 81.72% | 81.72% |
05.07.2024 | 0.78% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 34'349 | 25'465 | 79'841 CHF | 59'775 CHF | 98.35% | 98.35% |
04.07.2024 | 0.73% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 35'273 | 27'628 | 81'508 CHF | 64'301 CHF | 81.13% | 81.13% |
03.07.2024 | 0.74% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 35'040 | 26'694 | 84'234 CHF | 64'476 CHF | 84.86% | 84.86% |
02.07.2024 | 0.76% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 36'307 | 27'900 | 85'544 CHF | 65'394 CHF | 67.45% | 67.45% |