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 | 1.56% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'794 CHF | 32'294 CHF | 100.00% | 100.00% |
12.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'087 CHF | 32'587 CHF | 98.42% | 98.42% |
11.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'339 CHF | 31'839 CHF | 99.17% | 99.17% |
10.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'986 CHF | 31'486 CHF | 99.78% | 99.78% |
09.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'537 CHF | 30'037 CHF | 100.00% | 100.00% |
08.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'334 CHF | 29'834 CHF | 98.99% | 98.99% |
05.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'403 CHF | 29'903 CHF | 100.00% | 100.00% |
04.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'030 CHF | 29'530 CHF | 98.17% | 98.17% |
03.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'397 CHF | 28'897 CHF | 100.00% | 100.00% |
02.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'640 CHF | 28'140 CHF | 100.00% | 100.00% |