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 | 2.37% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'811 CHF | 21'311 CHF | 100.00% | 100.00% |
12.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'254 CHF | 20'754 CHF | 98.42% | 98.42% |
11.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'222 CHF | 20'722 CHF | 69.28% | 69.28% |
10.07.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'529 CHF | 21'029 CHF | 99.77% | 99.77% |
09.07.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'188 CHF | 21'688 CHF | 100.00% | 100.00% |
08.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'040 CHF | 20'540 CHF | 98.97% | 98.97% |
05.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'240 CHF | 20'740 CHF | 100.00% | 100.00% |
04.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'835 CHF | 18'335 CHF | 98.15% | 98.15% |
03.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'485 CHF | 18'985 CHF | 100.00% | 100.00% |
02.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'050 CHF | 18'550 CHF | 100.00% | 100.00% |