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 | 1.57% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'561 CHF | 32'061 CHF | 100.00% | 100.00% |
12.07.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 32'475 CHF | 32'975 CHF | 98.98% | 98.98% |
11.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'690 CHF | 32'190 CHF | 99.95% | 99.95% |
10.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 30'366 CHF | 30'867 CHF | 99.84% | 99.84% |
09.07.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 26'773 CHF | 27'273 CHF | 100.00% | 100.00% |
08.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'400 CHF | 25'900 CHF | 100.00% | 100.00% |
05.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'883 CHF | 25'383 CHF | 100.00% | 100.00% |
04.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'604 CHF | 25'104 CHF | 100.00% | 100.00% |
03.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'149 CHF | 23'649 CHF | 99.51% | 99.51% |
02.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'835 CHF | 23'335 CHF | 100.00% | 100.00% |