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 | 0.97% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 38'453 | 30'733 | 65'271 CHF | 52'697 CHF | 55.82% | 55.82% |
12.07.2024 | 0.91% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 46'284 | 38'638 | 71'370 CHF | 60'502 CHF | 33.71% | 33.71% |
11.07.2024 | 1.15% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 43'200 | 28'021 | 66'449 CHF | 43'258 CHF | 66.51% | 66.51% |
10.07.2024 | 1.21% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 42'358 | 25'910 | 63'988 CHF | 39'549 CHF | 90.26% | 90.26% |
09.07.2024 | 1.30% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 42'135 | 25'351 | 58'550 CHF | 35'800 CHF | 99.67% | 99.67% |
08.07.2024 | 1.37% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 42'539 | 26'328 | 56'787 CHF | 35'781 CHF | 81.50% | 81.50% |
05.07.2024 | 1.51% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 25'464 | 59'370 CHF | 30'981 CHF | 98.35% | 98.35% |
04.07.2024 | 1.45% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 27'628 | 58'853 CHF | 33'022 CHF | 81.13% | 81.13% |
03.07.2024 | 1.39% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 42'520 | 26'694 | 54'104 CHF | 34'217 CHF | 84.86% | 84.86% |
02.07.2024 | 1.38% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 43'513 | 27'899 | 53'589 CHF | 33'652 CHF | 67.45% | 67.45% |