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 | 1.13% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'874 CHF | 44'374 CHF | 99.39% | 99.39% |
12.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'455 CHF | 44'955 CHF | 99.09% | 99.09% |
11.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'682 CHF | 46'182 CHF | 85.68% | 85.68% |
10.07.2024 | 1.20% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'567 CHF | 42'067 CHF | 95.49% | 95.49% |
09.07.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'052 CHF | 39'552 CHF | 99.06% | 99.06% |
08.07.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'452 CHF | 48'952 CHF | 99.24% | 99.24% |
05.07.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'885 CHF | 53'385 CHF | 96.23% | 96.23% |
04.07.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'377 CHF | 23'877 CHF | 99.39% | 99.39% |
03.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'810 CHF | 20'310 CHF | 98.64% | 98.64% |
02.07.2024 | 3.42% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'504 CHF | 15'004 CHF | 99.06% | 99.06% |