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 | 2.90% | 1.72 CHF | 1.78 CHF | 50'000 | 50'000 | 32'651 | 15'302 | 61'757 CHF | 29'246 CHF | 89.57% | 99.29% |
12.07.2024 | 2.82% | 1.87 CHF | 1.90 CHF | 50'000 | 50'000 | 34'343 | 18'686 | 64'373 CHF | 35'892 CHF | 99.65% | 99.65% |
11.07.2024 | 3.34% | 1.81 CHF | 1.84 CHF | 50'000 | 50'000 | 42'166 | 18'662 | 67'364 CHF | 31'520 CHF | 99.02% | 99.02% |
10.07.2024 | 3.21% | 1.64 CHF | 1.67 CHF | 50'000 | 50'000 | 41'761 | 18'694 | 68'364 CHF | 31'305 CHF | 99.59% | 99.59% |
09.07.2024 | 3.18% | 1.64 CHF | 1.67 CHF | 50'000 | 50'000 | 39'161 | 18'639 | 64'432 CHF | 31'170 CHF | 99.50% | 99.50% |
08.07.2024 | 3.23% | 1.68 CHF | 1.71 CHF | 50'000 | 50'000 | 39'564 | 18'683 | 64'993 CHF | 32'208 CHF | 99.64% | 99.64% |
05.07.2024 | 2.76% | 1.65 CHF | 1.68 CHF | 50'000 | 50'000 | 34'403 | 18'806 | 64'205 CHF | 34'750 CHF | 98.33% | 98.33% |
04.07.2024 | 2.97% | 1.96 CHF | 2.02 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 59'641 CHF | 20'480 CHF | 99.16% | 99.16% |
03.07.2024 | 2.57% | 2.04 CHF | 2.07 CHF | 50'000 | 50'000 | 34'343 | 18'685 | 70'992 CHF | 39'724 CHF | 99.64% | 99.64% |
02.07.2024 | 3.78% | 2.23 CHF | 2.28 CHF | 50'000 | 50'000 | 34'325 | 18'649 | 79'351 CHF | 44'399 CHF | 99.52% | 99.52% |