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 | 1.69% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'398 CHF | 29'898 CHF | 100.00% | 100.00% |
12.07.2024 | 1.77% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'104 CHF | 28'604 CHF | 98.43% | 98.43% |
11.07.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'699 CHF | 28'199 CHF | 95.34% | 95.34% |
10.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'173 CHF | 29'673 CHF | 99.78% | 99.78% |
09.07.2024 | 1.56% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'803 CHF | 32'303 CHF | 100.00% | 100.00% |
08.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'490 CHF | 27'990 CHF | 98.97% | 98.97% |
05.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'291 CHF | 28'791 CHF | 100.00% | 100.00% |
04.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'227 CHF | 21'727 CHF | 98.16% | 98.16% |
03.07.2024 | 2.15% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'083 CHF | 23'583 CHF | 100.00% | 100.00% |
02.07.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'668 CHF | 22'168 CHF | 100.00% | 100.00% |