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 | 1.25% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'697 CHF | 40'197 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'062 CHF | 38'562 CHF | 98.43% | 98.43% |
11.07.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'923 CHF | 29'423 CHF | 93.67% | 93.67% |
10.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'024 CHF | 28'524 CHF | 99.80% | 99.80% |
09.07.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'971 CHF | 29'471 CHF | 100.00% | 100.00% |
08.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'925 CHF | 29'425 CHF | 98.99% | 98.99% |
05.07.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'863 CHF | 30'363 CHF | 100.00% | 100.00% |
04.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'016 CHF | 29'516 CHF | 98.15% | 98.15% |
03.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'685 CHF | 29'185 CHF | 100.00% | 100.00% |
02.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'594 CHF | 30'094 CHF | 100.00% | 100.00% |