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 | 2.06% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'988 CHF | 24'488 CHF | 100.00% | 100.00% |
12.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'487 CHF | 23'987 CHF | 100.00% | 100.00% |
11.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'120 CHF | 23'620 CHF | 71.59% | 71.59% |
10.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'498 CHF | 23'998 CHF | 100.00% | 100.00% |
09.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'933 CHF | 23'433 CHF | 100.00% | 100.00% |
08.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'449 CHF | 22'949 CHF | 100.00% | 100.00% |
05.07.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'919 CHF | 22'419 CHF | 100.00% | 100.00% |
04.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'109 CHF | 22'609 CHF | 100.00% | 100.00% |
03.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'543 CHF | 23'043 CHF | 100.00% | 100.00% |
02.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'981 CHF | 23'481 CHF | 100.00% | 100.00% |