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 | 2.95% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'704 CHF | 17'204 CHF | 100.00% | 100.00% |
12.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'186 CHF | 16'686 CHF | 98.46% | 98.46% |
11.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'686 CHF | 16'186 CHF | 90.38% | 90.38% |
10.07.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'892 CHF | 15'392 CHF | 99.80% | 99.80% |
09.07.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'632 CHF | 16'132 CHF | 100.00% | 100.00% |
08.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'918 CHF | 16'418 CHF | 98.97% | 98.97% |
05.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'934 CHF | 17'434 CHF | 100.00% | 100.00% |
04.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'497 CHF | 16'997 CHF | 98.16% | 98.16% |
03.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'002 CHF | 16'502 CHF | 100.00% | 100.00% |
02.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'355 CHF | 15'855 CHF | 100.00% | 100.00% |