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% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'501 CHF | 23'001 CHF | 100.00% | 100.00% |
12.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'015 CHF | 22'515 CHF | 100.00% | 100.00% |
11.07.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'806 CHF | 22'306 CHF | 71.57% | 71.57% |
10.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'003 CHF | 22'503 CHF | 100.00% | 100.00% |
09.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 21'496 CHF | 21'996 CHF | 100.00% | 100.00% |
08.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'000 CHF | 21'500 CHF | 100.00% | 100.00% |
05.07.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'634 CHF | 21'134 CHF | 100.00% | 100.00% |
04.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'000 CHF | 21'500 CHF | 100.00% | 100.00% |
03.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'266 CHF | 21'766 CHF | 100.00% | 100.00% |
02.07.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'530 CHF | 22'030 CHF | 100.00% | 100.00% |