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% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 51'116 | 30'734 | 52'997 CHF | 32'263 CHF | 55.82% | 55.82% |
12.07.2024 | 1.13% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 46'861 | 38'673 | 56'200 CHF | 46'402 CHF | 33.81% | 33.81% |
11.07.2024 | 1.47% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 49'935 | 28'021 | 60'166 CHF | 34'457 CHF | 66.51% | 66.51% |
10.07.2024 | 1.48% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 47'886 | 25'910 | 59'285 CHF | 32'592 CHF | 90.25% | 90.25% |
09.07.2024 | 1.35% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 42'136 | 25'352 | 57'282 CHF | 34'739 CHF | 99.67% | 99.67% |
08.07.2024 | 1.25% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 42'593 | 26'499 | 60'018 CHF | 37'574 CHF | 82.09% | 82.09% |
05.07.2024 | 1.16% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 42'174 | 25'464 | 65'978 CHF | 40'003 CHF | 98.35% | 98.35% |
04.07.2024 | 1.07% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 42'636 | 27'628 | 67'584 CHF | 44'170 CHF | 81.13% | 81.13% |
03.07.2024 | 1.18% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 42'520 | 26'694 | 63'688 CHF | 40'561 CHF | 84.86% | 84.86% |
02.07.2024 | 1.18% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 43'143 | 27'901 | 66'596 CHF | 44'682 CHF | 67.45% | 67.45% |