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 | 2.04% | 0.48 CHF | 0.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'446 CHF | 19'846 CHF | 100.00% | 100.00% |
12.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'299 CHF | 19'699 CHF | 98.42% | 98.42% |
11.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'483 CHF | 19'883 CHF | 94.15% | 94.15% |
10.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'839 CHF | 20'239 CHF | 99.79% | 99.79% |
09.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'779 CHF | 21'179 CHF | 100.00% | 100.00% |
08.07.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'787 CHF | 21'187 CHF | 98.99% | 98.99% |
05.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'487 CHF | 20'887 CHF | 100.00% | 100.00% |
04.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'674 CHF | 21'074 CHF | 98.17% | 98.17% |
03.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 21'274 CHF | 21'674 CHF | 100.00% | 100.00% |
02.07.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 22'640 CHF | 23'040 CHF | 100.00% | 100.00% |