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 | 1.83% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'050 CHF | 27'550 CHF | 100.00% | 100.00% |
12.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'275 CHF | 26'775 CHF | 97.77% | 97.77% |
11.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'553 CHF | 28'053 CHF | 93.87% | 93.87% |
10.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'887 CHF | 30'387 CHF | 99.76% | 99.76% |
09.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'873 CHF | 32'373 CHF | 100.00% | 100.00% |
08.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'957 CHF | 30'457 CHF | 98.99% | 98.99% |
05.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'969 CHF | 29'469 CHF | 100.00% | 100.00% |
04.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'048 CHF | 29'548 CHF | 98.15% | 98.15% |
03.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'246 CHF | 30'746 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'001 CHF | 32'501 CHF | 100.00% | 100.00% |