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 | 2.98% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'541 CHF | 17'041 CHF | 100.00% | 100.00% |
12.07.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'560 CHF | 17'060 CHF | 98.40% | 98.40% |
11.07.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'046 CHF | 17'546 CHF | 88.44% | 88.44% |
10.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'722 CHF | 18'222 CHF | 99.80% | 99.80% |
09.07.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'212 CHF | 17'712 CHF | 100.00% | 100.00% |
08.07.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'032 CHF | 17'532 CHF | 98.98% | 98.98% |
05.07.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'769 CHF | 17'269 CHF | 100.00% | 100.00% |
04.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'603 CHF | 17'103 CHF | 98.17% | 98.17% |
03.07.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'033 CHF | 17'533 CHF | 100.00% | 100.00% |
02.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'871 CHF | 18'371 CHF | 100.00% | 100.00% |