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 | 4.23% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'592 CHF | 12'092 CHF | 100.00% | 100.00% |
12.07.2024 | 3.73% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'248 CHF | 13'748 CHF | 98.49% | 98.49% |
11.07.2024 | 3.36% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'638 CHF | 15'138 CHF | 98.44% | 98.44% |
10.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'334 CHF | 16'834 CHF | 99.77% | 99.77% |
09.07.2024 | 3.04% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'192 CHF | 16'692 CHF | 100.00% | 100.00% |
08.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'407 CHF | 16'907 CHF | 98.98% | 98.98% |
05.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'697 CHF | 18'197 CHF | 100.00% | 100.00% |
04.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'608 CHF | 20'108 CHF | 98.16% | 98.16% |
03.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'417 CHF | 20'917 CHF | 100.00% | 100.00% |
02.07.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'168 CHF | 23'668 CHF | 100.00% | 100.00% |