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 | 1.28% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'761 CHF | 39'261 CHF | 100.00% | 100.00% |
12.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'500 CHF | 40'000 CHF | 98.98% | 98.98% |
11.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'730 CHF | 39'230 CHF | 99.94% | 99.94% |
10.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'401 CHF | 37'901 CHF | 99.85% | 99.85% |
09.07.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'038 CHF | 34'538 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'592 CHF | 33'092 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'234 CHF | 32'734 CHF | 100.00% | 100.00% |
04.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'642 CHF | 32'142 CHF | 100.00% | 100.00% |
03.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'183 CHF | 30'683 CHF | 99.51% | 99.51% |
02.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'853 CHF | 30'353 CHF | 100.00% | 100.00% |