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 | 1.52% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'689 CHF | 33'189 CHF | 99.39% | 99.39% |
12.07.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'834 CHF | 37'334 CHF | 99.09% | 99.09% |
11.07.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'411 CHF | 34'911 CHF | 98.53% | 98.53% |
10.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'782 CHF | 32'282 CHF | 95.48% | 95.48% |
09.07.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'351 CHF | 31'851 CHF | 99.04% | 99.04% |
08.07.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'046 CHF | 33'546 CHF | 99.24% | 99.24% |
05.07.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'905 CHF | 32'405 CHF | 99.39% | 99.39% |
04.07.2024 | 1.83% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'107 CHF | 27'607 CHF | 99.39% | 99.39% |
03.07.2024 | 2.51% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'703 CHF | 20'203 CHF | 98.65% | 98.65% |
02.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'300 CHF | 18'800 CHF | 99.07% | 99.07% |