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 | 0.64% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 31'472 | 30'766 | 80'902 CHF | 79'542 CHF | 55.65% | 55.65% |
12.07.2024 | 0.57% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 42'591 | 38'673 | 102'973 CHF | 94'219 CHF | 33.81% | 33.81% |
11.07.2024 | 0.75% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 36'400 | 28'020 | 87'555 CHF | 67'636 CHF | 66.50% | 66.50% |
10.07.2024 | 0.76% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 34'717 | 25'910 | 82'780 CHF | 62'190 CHF | 90.25% | 90.25% |
09.07.2024 | 0.81% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 34'271 | 25'352 | 77'630 CHF | 57'956 CHF | 99.67% | 99.67% |
08.07.2024 | 0.84% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 35'186 | 26'498 | 77'721 CHF | 59'099 CHF | 82.09% | 82.09% |
05.07.2024 | 0.88% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 34'212 | 25'250 | 70'682 CHF | 52'746 CHF | 97.50% | 97.50% |
04.07.2024 | 0.81% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 35'273 | 27'628 | 72'421 CHF | 57'177 CHF | 81.13% | 81.13% |
03.07.2024 | 0.82% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 35'040 | 26'694 | 75'161 CHF | 57'564 CHF | 84.86% | 84.86% |
02.07.2024 | 0.83% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 36'307 | 27'900 | 76'126 CHF | 58'151 CHF | 67.45% | 67.45% |