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 | 1.42% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'069 CHF | 35'569 CHF | 100.00% | 100.00% |
12.07.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'401 CHF | 33'901 CHF | 98.47% | 98.47% |
11.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'068 CHF | 32'568 CHF | 97.41% | 97.41% |
10.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'394 CHF | 30'894 CHF | 99.77% | 99.77% |
09.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'485 CHF | 30'985 CHF | 100.00% | 100.00% |
08.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'388 CHF | 30'888 CHF | 98.98% | 98.98% |
05.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'176 CHF | 29'676 CHF | 100.00% | 100.00% |
04.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 49'998 | 27'261 CHF | 27'760 CHF | 98.15% | 98.15% |
03.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'492 CHF | 26'992 CHF | 100.00% | 100.00% |
02.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'746 CHF | 24'246 CHF | 100.00% | 100.00% |