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 | 2.56% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'347 CHF | 19'847 CHF | 99.39% | 99.39% |
12.07.2024 | 2.45% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'643 CHF | 21'143 CHF | 99.08% | 99.08% |
11.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'630 CHF | 27'130 CHF | 40.10% | 40.10% |
10.07.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 40'043 | 40'047 | 24'402 CHF | 24'805 CHF | 95.45% | 95.45% |
09.07.2024 | 1.51% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 24'990 | 25'000 | 16'486 CHF | 16'743 CHF | 99.03% | 99.03% |
08.07.2024 | 1.33% | 0.71 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'740 CHF | 18'990 CHF | 99.24% | 99.24% |
05.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'651 CHF | 17'901 CHF | 99.39% | 99.39% |
04.07.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'515 CHF | 15'765 CHF | 99.39% | 99.39% |
03.07.2024 | 1.79% | 0.63 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'929 CHF | 14'179 CHF | 98.64% | 98.64% |
02.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 24'998 | 10'027 CHF | 10'276 CHF | 99.06% | 99.06% |