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 | 1.08% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 43'783 | 30'643 | 67'934 CHF | 48'097 CHF | 55.56% | 55.56% |
12.07.2024 | 0.99% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 46'295 | 38'673 | 64'694 CHF | 54'968 CHF | 33.81% | 33.81% |
11.07.2024 | 1.28% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 43'193 | 27'996 | 60'104 CHF | 39'129 CHF | 66.43% | 66.43% |
10.07.2024 | 1.34% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 42'358 | 25'910 | 57'809 CHF | 35'770 CHF | 90.25% | 90.25% |
09.07.2024 | 1.48% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 48'341 | 25'352 | 60'053 CHF | 32'133 CHF | 99.67% | 99.67% |
08.07.2024 | 1.46% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 26'499 | 59'347 CHF | 32'137 CHF | 82.09% | 82.09% |
05.07.2024 | 1.77% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'002 | 25'464 | 52'082 CHF | 27'282 CHF | 98.35% | 98.35% |
04.07.2024 | 1.62% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'281 | 27'628 | 51'860 CHF | 29'004 CHF | 81.13% | 81.13% |
03.07.2024 | 1.56% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 50'308 | 26'694 | 56'664 CHF | 30'310 CHF | 84.86% | 84.86% |
02.07.2024 | 1.57% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 52'419 | 27'907 | 57'071 CHF | 29'588 CHF | 67.42% | 67.42% |