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% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 43'789 | 30'659 | 64'156 CHF | 45'443 CHF | 55.60% | 55.60% |
12.07.2024 | 0.99% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 47'312 | 38'674 | 61'908 CHF | 51'567 CHF | 33.81% | 33.81% |
11.07.2024 | 1.35% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 43'131 | 27'776 | 56'245 CHF | 36'399 CHF | 65.76% | 65.76% |
10.07.2024 | 1.38% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 42'365 | 25'911 | 54'127 CHF | 33'499 CHF | 90.25% | 90.25% |
09.07.2024 | 1.58% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 25'352 | 57'774 CHF | 29'899 CHF | 99.67% | 99.67% |
08.07.2024 | 1.63% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 26'499 | 55'025 CHF | 29'849 CHF | 82.09% | 82.09% |
05.07.2024 | 1.92% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 58'385 | 25'465 | 55'630 CHF | 25'060 CHF | 98.35% | 98.35% |
04.07.2024 | 1.78% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 27'628 | 56'675 CHF | 26'599 CHF | 81.13% | 81.13% |
03.07.2024 | 1.71% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 50'658 | 26'694 | 52'541 CHF | 27'952 CHF | 84.86% | 84.86% |
02.07.2024 | 1.72% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 54'600 | 27'896 | 54'415 CHF | 27'135 CHF | 67.42% | 67.42% |