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 | 2.40% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'576 CHF | 21'076 CHF | 100.00% | 100.00% |
12.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'367 CHF | 20'867 CHF | 98.42% | 98.42% |
11.07.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'882 CHF | 21'382 CHF | 81.65% | 81.65% |
10.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'460 CHF | 21'960 CHF | 99.78% | 99.78% |
09.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'844 CHF | 23'344 CHF | 100.00% | 100.00% |
08.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'112 CHF | 23'612 CHF | 98.99% | 98.99% |
05.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'097 CHF | 23'597 CHF | 100.00% | 100.00% |
04.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'494 CHF | 23'994 CHF | 98.17% | 98.17% |
03.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'145 CHF | 24'645 CHF | 100.00% | 100.00% |
02.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'895 CHF | 25'395 CHF | 100.00% | 100.00% |