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 | 1.82% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'185 CHF | 27'685 CHF | 100.00% | 100.00% |
12.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'002 CHF | 27'502 CHF | 98.39% | 98.39% |
11.07.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'203 CHF | 25'703 CHF | 90.92% | 90.92% |
10.07.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'356 CHF | 24'856 CHF | 99.80% | 99.80% |
09.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'237 CHF | 24'737 CHF | 100.00% | 100.00% |
08.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'124 CHF | 24'624 CHF | 98.99% | 98.99% |
05.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'667 CHF | 24'167 CHF | 100.00% | 100.00% |
04.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'274 CHF | 23'774 CHF | 98.17% | 98.17% |
03.07.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'171 CHF | 22'671 CHF | 100.00% | 100.00% |
02.07.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'173 CHF | 22'673 CHF | 100.00% | 100.00% |