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 | 0.81% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 31'436 | 30'732 | 86'299 CHF | 84'932 CHF | 55.83% | 55.83% |
12.07.2024 | 0.67% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 38'881 | 38'668 | 101'076 CHF | 101'066 CHF | 33.82% | 33.82% |
11.07.2024 | 0.93% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 29'572 | 27'988 | 76'131 CHF | 72'551 CHF | 66.45% | 66.45% |
10.07.2024 | 1.01% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 27'073 | 25'908 | 69'261 CHF | 66'823 CHF | 90.27% | 90.27% |
09.07.2024 | 1.06% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 34'195 | 25'350 | 83'376 CHF | 62'497 CHF | 99.69% | 99.69% |
08.07.2024 | 1.09% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 35'184 | 26'496 | 83'789 CHF | 63'820 CHF | 82.11% | 82.11% |
05.07.2024 | 1.17% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 34'348 | 25'462 | 76'921 CHF | 57'772 CHF | 98.37% | 98.37% |
04.07.2024 | 1.07% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 35'273 | 27'628 | 78'552 CHF | 62'135 CHF | 81.13% | 81.13% |
03.07.2024 | 1.07% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 35'040 | 26'693 | 81'305 CHF | 62'386 CHF | 84.87% | 84.87% |
02.07.2024 | 1.03% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 36'304 | 27'895 | 82'460 CHF | 63'141 CHF | 67.47% | 67.47% |