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 | 1.61% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'847 CHF | 31'347 CHF | 99.39% | 99.39% |
12.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'957 CHF | 32'457 CHF | 99.06% | 99.06% |
11.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'267 CHF | 31'767 CHF | 98.27% | 98.27% |
10.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'399 CHF | 32'899 CHF | 95.50% | 95.50% |
09.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'115 CHF | 33'615 CHF | 99.06% | 99.06% |
08.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'473 CHF | 35'973 CHF | 99.24% | 99.24% |
05.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'387 CHF | 36'887 CHF | 99.39% | 99.39% |
04.07.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'054 CHF | 31'554 CHF | 99.39% | 99.39% |
03.07.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'913 CHF | 19'413 CHF | 98.62% | 98.62% |
02.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'518 CHF | 16'018 CHF | 99.07% | 99.07% |