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 | 2.93% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'834 CHF | 17'334 CHF | 100.00% | 100.00% |
12.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'383 CHF | 17'883 CHF | 100.00% | 100.00% |
11.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'666 CHF | 18'166 CHF | 71.56% | 71.56% |
10.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'500 CHF | 18'000 CHF | 100.00% | 100.00% |
09.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 49'994 | 49'994 | 18'027 CHF | 18'527 CHF | 100.00% | 100.00% |
08.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'500 CHF | 19'000 CHF | 100.00% | 100.00% |
05.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'109 CHF | 19'609 CHF | 100.00% | 100.00% |
04.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'000 CHF | 19'500 CHF | 100.00% | 100.00% |
03.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'670 CHF | 19'170 CHF | 100.00% | 100.00% |
02.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'485 CHF | 18'985 CHF | 100.00% | 100.00% |