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 | 1.48% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'580 CHF | 34'080 CHF | 100.00% | 100.00% |
12.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'156 CHF | 33'656 CHF | 98.41% | 98.41% |
11.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'746 CHF | 33'246 CHF | 98.65% | 98.65% |
10.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'691 CHF | 33'191 CHF | 99.80% | 99.80% |
09.07.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'490 CHF | 31'990 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'360 CHF | 30'860 CHF | 98.97% | 98.97% |
05.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'459 CHF | 30'959 CHF | 100.00% | 100.00% |
04.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'216 CHF | 31'716 CHF | 98.16% | 98.16% |
03.07.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'013 CHF | 33'513 CHF | 100.00% | 100.00% |
02.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'418 CHF | 35'918 CHF | 100.00% | 100.00% |