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 | 2.33% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'249 CHF | 21'749 CHF | 98.73% | 98.73% |
12.07.2024 | 2.17% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'856 CHF | 23'356 CHF | 99.38% | 99.38% |
11.07.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'921 CHF | 37'671 CHF | 92.75% | 92.75% |
10.07.2024 | 1.83% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'662 CHF | 41'412 CHF | 100.00% | 100.00% |
09.07.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'240 CHF | 37'990 CHF | 100.00% | 100.00% |
08.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'069 CHF | 24'569 CHF | 100.00% | 100.00% |
05.07.2024 | 2.37% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'920 CHF | 21'420 CHF | 99.62% | 99.62% |
04.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'476 CHF | 22'976 CHF | 100.00% | 100.00% |
03.07.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'614 CHF | 36'364 CHF | 99.73% | 99.73% |
02.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'864 CHF | 26'364 CHF | 100.00% | 100.00% |