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 | 2.90% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'059 CHF | 17'559 CHF | 100.00% | 100.00% |
12.07.2024 | 3.02% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'367 CHF | 16'867 CHF | 98.43% | 98.43% |
11.07.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'227 CHF | 16'727 CHF | 98.74% | 98.74% |
10.07.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'307 CHF | 17'807 CHF | 99.78% | 99.78% |
09.07.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'440 CHF | 19'940 CHF | 100.00% | 100.00% |
08.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'991 CHF | 16'491 CHF | 98.98% | 98.98% |
05.07.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'701 CHF | 17'201 CHF | 100.00% | 100.00% |
04.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'871 CHF | 12'371 CHF | 98.16% | 98.16% |
03.07.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'140 CHF | 13'640 CHF | 100.00% | 100.00% |
02.07.2024 | 4.03% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'169 CHF | 12'669 CHF | 100.00% | 100.00% |