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 | 1.60% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'110 CHF | 31'610 CHF | 100.00% | 100.00% |
12.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'118 CHF | 31'618 CHF | 98.47% | 98.47% |
11.07.2024 | 1.77% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'109 CHF | 28'609 CHF | 98.83% | 98.83% |
10.07.2024 | 3.57% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'779 CHF | 14'279 CHF | 99.80% | 99.80% |
09.07.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'827 CHF | 15'327 CHF | 100.00% | 100.00% |
08.07.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'154 CHF | 16'654 CHF | 98.99% | 98.99% |
05.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'726 CHF | 18'226 CHF | 100.00% | 100.00% |
04.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'555 CHF | 18'055 CHF | 98.17% | 98.17% |
03.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'510 CHF | 19'010 CHF | 100.00% | 100.00% |
02.07.2024 | 2.39% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'735 CHF | 21'235 CHF | 100.00% | 100.00% |