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 | 1.87% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'513 CHF | 27'013 CHF | 99.39% | 99.39% |
12.07.2024 | 1.80% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'816 CHF | 28'316 CHF | 99.07% | 99.07% |
11.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'658 CHF | 32'158 CHF | 98.73% | 98.73% |
10.07.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 40'044 | 40'048 | 30'091 CHF | 30'494 CHF | 95.45% | 95.45% |
09.07.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'939 CHF | 20'189 CHF | 99.03% | 99.03% |
08.07.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'185 CHF | 22'435 CHF | 99.23% | 99.23% |
05.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'107 CHF | 21'357 CHF | 99.39% | 99.39% |
04.07.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'955 CHF | 19'205 CHF | 99.39% | 99.39% |
03.07.2024 | 1.43% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'377 CHF | 17'627 CHF | 98.64% | 98.64% |
02.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'448 CHF | 13'698 CHF | 99.06% | 99.06% |