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 | 1.55% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'493 | 30'659 | 52'212 CHF | 32'270 CHF | 55.60% | 55.60% |
12.07.2024 | 1.50% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 63'241 | 38'673 | 55'214 CHF | 34'956 CHF | 33.81% | 33.81% |
11.07.2024 | 2.04% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 60'642 | 28'021 | 53'037 CHF | 24'661 CHF | 66.51% | 66.51% |
10.07.2024 | 2.04% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 61'303 | 25'910 | 51'855 CHF | 22'309 CHF | 90.25% | 90.25% |
09.07.2024 | 2.50% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 73'600 | 25'352 | 53'242 CHF | 18'978 CHF | 99.67% | 99.67% |
08.07.2024 | 2.66% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'776 | 26'499 | 52'759 CHF | 18'458 CHF | 82.09% | 82.09% |
05.07.2024 | 3.30% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 98'358 | 25'464 | 51'430 CHF | 14'076 CHF | 98.35% | 98.35% |
04.07.2024 | 3.20% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'663 | 27'628 | 51'577 CHF | 14'664 CHF | 81.13% | 81.13% |
03.07.2024 | 2.89% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 87'715 | 26'694 | 52'946 CHF | 16'422 CHF | 84.86% | 84.86% |
02.07.2024 | 2.97% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 93'636 | 27'900 | 51'793 CHF | 15'034 CHF | 67.44% | 67.44% |