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 | 2.36% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'002 CHF | 21'502 CHF | 100.00% | 100.00% |
12.07.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'961 CHF | 21'461 CHF | 98.44% | 98.44% |
11.07.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'376 CHF | 19'876 CHF | 99.69% | 99.69% |
10.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'330 CHF | 20'830 CHF | 99.77% | 99.77% |
09.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'549 CHF | 20'049 CHF | 100.00% | 100.00% |
08.07.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'695 CHF | 18'195 CHF | 98.99% | 98.99% |
05.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'921 CHF | 17'421 CHF | 100.00% | 100.00% |
04.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'648 CHF | 20'148 CHF | 98.15% | 98.15% |
03.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'275 CHF | 18'775 CHF | 100.00% | 100.00% |
02.07.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'737 CHF | 21'237 CHF | 100.00% | 100.00% |