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 | 1.47% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'769 CHF | 34'269 CHF | 98.52% | 98.52% |
12.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'324 CHF | 34'824 CHF | 99.38% | 99.38% |
11.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'351 CHF | 34'851 CHF | 99.15% | 99.15% |
10.07.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'981 CHF | 37'481 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'134 CHF | 37'634 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'392 CHF | 37'892 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'848 CHF | 38'348 CHF | 99.62% | 99.62% |
04.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'852 CHF | 38'352 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'670 CHF | 40'170 CHF | 99.73% | 99.73% |
02.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'253 CHF | 41'753 CHF | 100.00% | 100.00% |