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 | 1.51% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'982 CHF | 33'482 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'645 CHF | 35'145 CHF | 98.43% | 98.43% |
11.07.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'717 CHF | 44'217 CHF | 95.83% | 95.83% |
10.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'647 CHF | 45'147 CHF | 99.80% | 99.80% |
09.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'694 CHF | 44'194 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'856 CHF | 44'356 CHF | 98.99% | 98.99% |
05.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'022 CHF | 43'522 CHF | 100.00% | 100.00% |
04.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'982 CHF | 44'482 CHF | 98.17% | 98.17% |
03.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'271 CHF | 44'771 CHF | 100.00% | 100.00% |
02.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'299 CHF | 43'799 CHF | 100.00% | 100.00% |