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 | 1.19% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 43'801 | 30'698 | 57'980 CHF | 41'159 CHF | 55.72% | 55.72% |
12.07.2024 | 1.18% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 38'671 | 58'199 CHF | 46'115 CHF | 33.81% | 33.81% |
11.07.2024 | 1.54% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 28'020 | 58'228 CHF | 32'759 CHF | 66.52% | 66.52% |
10.07.2024 | 1.58% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 25'910 | 56'772 CHF | 29'820 CHF | 90.26% | 90.26% |
09.07.2024 | 1.78% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 51'492 | 25'351 | 52'166 CHF | 26'319 CHF | 99.68% | 99.68% |
08.07.2024 | 1.86% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 58'547 | 26'498 | 56'089 CHF | 26'110 CHF | 82.10% | 82.10% |
05.07.2024 | 2.21% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 68'041 | 25'463 | 55'187 CHF | 21'442 CHF | 98.36% | 98.36% |
04.07.2024 | 2.06% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 27'628 | 56'189 CHF | 22'673 CHF | 81.13% | 81.13% |
03.07.2024 | 1.96% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 60'647 | 26'693 | 54'328 CHF | 24'175 CHF | 84.86% | 84.86% |
02.07.2024 | 1.99% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 65'205 | 27'898 | 55'687 CHF | 23'152 CHF | 67.45% | 67.45% |