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 | 2.99% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'499 CHF | 16'999 CHF | 100.00% | 100.00% |
12.07.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'219 CHF | 16'719 CHF | 98.40% | 98.40% |
11.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'345 CHF | 17'845 CHF | 84.70% | 84.70% |
10.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'602 CHF | 18'102 CHF | 99.80% | 99.80% |
09.07.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'660 CHF | 18'160 CHF | 100.00% | 100.00% |
08.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'936 CHF | 17'436 CHF | 98.99% | 98.99% |
05.07.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'592 CHF | 17'092 CHF | 100.00% | 100.00% |
04.07.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'877 CHF | 17'377 CHF | 98.17% | 98.17% |
03.07.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'514 CHF | 18'014 CHF | 100.00% | 100.00% |
02.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'263 CHF | 18'763 CHF | 100.00% | 100.00% |