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 | 3.13% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'729 CHF | 16'229 CHF | 99.39% | 99.39% |
12.07.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'169 CHF | 15'669 CHF | 99.08% | 99.08% |
11.07.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'138 CHF | 15'638 CHF | 98.69% | 98.69% |
10.07.2024 | 4.17% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'748 CHF | 12'248 CHF | 95.50% | 95.50% |
09.07.2024 | 4.14% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'889 CHF | 12'389 CHF | 99.07% | 99.07% |
08.07.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'245 CHF | 11'745 CHF | 99.24% | 99.24% |
05.07.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'286 CHF | 11'786 CHF | 99.39% | 99.39% |
04.07.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'570 CHF | 13'070 CHF | 99.39% | 99.39% |
03.07.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'448 CHF | 13'948 CHF | 98.64% | 98.64% |
02.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'782 CHF | 15'282 CHF | 99.07% | 99.07% |