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 | 2.35% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'072 CHF | 21'572 CHF | 100.00% | 100.00% |
12.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'342 CHF | 21'842 CHF | 98.42% | 98.42% |
11.07.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'709 CHF | 21'209 CHF | 84.85% | 84.85% |
10.07.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'203 CHF | 20'703 CHF | 99.78% | 99.78% |
09.07.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'829 CHF | 19'329 CHF | 100.00% | 100.00% |
08.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'525 CHF | 19'025 CHF | 98.99% | 98.99% |
05.07.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'613 CHF | 19'113 CHF | 100.00% | 100.00% |
04.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'437 CHF | 18'937 CHF | 98.17% | 98.17% |
03.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'593 CHF | 18'093 CHF | 100.00% | 100.00% |
02.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'874 CHF | 17'374 CHF | 100.00% | 100.00% |