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 | 1.73% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'697 CHF | 29'197 CHF | 99.39% | 99.39% |
12.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'413 CHF | 28'913 CHF | 99.09% | 99.09% |
11.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'718 CHF | 27'218 CHF | 98.82% | 98.82% |
10.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'112 CHF | 25'612 CHF | 95.47% | 95.47% |
09.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'394 CHF | 24'894 CHF | 99.04% | 99.04% |
08.07.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'578 CHF | 26'078 CHF | 99.23% | 99.23% |
05.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'590 CHF | 27'090 CHF | 99.38% | 99.38% |
04.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'471 CHF | 24'971 CHF | 99.39% | 99.39% |
03.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'859 CHF | 24'359 CHF | 98.65% | 98.65% |
02.07.2024 | 2.10% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'591 CHF | 24'091 CHF | 99.02% | 99.02% |