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 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 30'736 | 57'510 CHF | 35'741 CHF | 55.81% | 55.81% |
12.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 54'306 | 38'679 | 55'135 CHF | 40'258 CHF | 33.80% | 33.80% |
11.07.2024 | 3.83% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 30'217 | 28'028 | 30'318 CHF | 28'961 CHF | 66.47% | 66.47% |
10.07.2024 | 5.39% | 0.99 CHF | 1.05 CHF | 50'000 | 50'000 | 25'913 | 25'913 | 25'290 CHF | 26'676 CHF | 90.23% | 90.23% |
09.07.2024 | 5.99% | 0.90 CHF | 0.95 CHF | 50'000 | 50'000 | 25'354 | 25'354 | 22'401 CHF | 23'758 CHF | 99.65% | 99.65% |
08.07.2024 | 5.97% | 0.85 CHF | 0.91 CHF | 50'000 | 50'000 | 26'502 | 26'502 | 22'579 CHF | 23'952 CHF | 82.07% | 82.07% |
05.07.2024 | 2.38% | 0.81 CHF | 0.86 CHF | 50'000 | 50'000 | 65'813 | 25'467 | 50'497 CHF | 20'395 CHF | 98.33% | 98.33% |
04.07.2024 | 6.68% | 0.76 CHF | 0.81 CHF | 50'000 | 50'000 | 29'314 | 27'628 | 21'902 CHF | 22'118 CHF | 81.13% | 81.13% |
03.07.2024 | 6.44% | 0.69 CHF | 0.74 CHF | 50'000 | 50'000 | 26'693 | 26'693 | 21'574 CHF | 22'999 CHF | 84.86% | 84.86% |
02.07.2024 | 6.59% | 0.76 CHF | 0.81 CHF | 50'000 | 50'000 | 27'909 | 27'906 | 20'892 CHF | 22'353 CHF | 67.41% | 67.41% |