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 | 2.20% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'472 CHF | 22'972 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'426 CHF | 22'926 CHF | 98.46% | 98.46% |
11.07.2024 | 1.94% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'567 CHF | 26'067 CHF | 98.69% | 98.69% |
10.07.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'882 CHF | 40'382 CHF | 99.80% | 99.80% |
09.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'837 CHF | 39'337 CHF | 100.00% | 100.00% |
08.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'479 CHF | 37'979 CHF | 98.99% | 98.99% |
05.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'064 CHF | 36'564 CHF | 100.00% | 100.00% |
04.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'237 CHF | 36'737 CHF | 98.17% | 98.17% |
03.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'128 CHF | 35'628 CHF | 100.00% | 100.00% |
02.07.2024 | 1.50% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'049 CHF | 33'549 CHF | 100.00% | 100.00% |