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 | 2.62% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'855 CHF | 19'355 CHF | 100.00% | 100.00% |
12.07.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'698 CHF | 19'198 CHF | 98.45% | 98.45% |
11.07.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'016 CHF | 18'516 CHF | 99.43% | 99.43% |
10.07.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'008 CHF | 17'508 CHF | 99.80% | 99.80% |
09.07.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 49'991 | 17'520 CHF | 18'016 CHF | 100.00% | 100.00% |
08.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'625 CHF | 18'125 CHF | 98.99% | 98.99% |
05.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'925 CHF | 19'425 CHF | 100.00% | 100.00% |
04.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'485 CHF | 18'985 CHF | 98.17% | 98.17% |
03.07.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'728 CHF | 18'228 CHF | 100.00% | 100.00% |
02.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'904 CHF | 16'404 CHF | 100.00% | 100.00% |