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 | 2.43% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'360 CHF | 20'860 CHF | 100.00% | 100.00% |
12.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'239 CHF | 20'739 CHF | 98.44% | 98.44% |
11.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'255 CHF | 20'755 CHF | 83.58% | 83.58% |
10.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'133 CHF | 19'633 CHF | 99.80% | 99.80% |
09.07.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'138 CHF | 19'638 CHF | 100.00% | 100.00% |
08.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'049 CHF | 19'549 CHF | 98.97% | 98.97% |
05.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'932 CHF | 19'432 CHF | 100.00% | 100.00% |
04.07.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'923 CHF | 19'423 CHF | 98.15% | 98.15% |
03.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'272 CHF | 18'772 CHF | 100.00% | 100.00% |
02.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'629 CHF | 18'129 CHF | 100.00% | 100.00% |