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 | 1.29% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'675 CHF | 39'175 CHF | 99.72% | 99.72% |
12.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'551 CHF | 41'051 CHF | 99.01% | 99.01% |
11.07.2024 | 1.53% | 0.81 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'670 CHF | 42'312 CHF | 99.09% | 99.09% |
10.07.2024 | 1.66% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'057 CHF | 40'727 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'845 CHF | 42'345 CHF | 100.00% | 100.00% |
08.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'263 CHF | 43'763 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'748 CHF | 39'248 CHF | 98.86% | 98.86% |
04.07.2024 | 1.57% | 0.71 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'502 CHF | 37'080 CHF | 100.00% | 100.00% |
03.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'756 CHF | 36'256 CHF | 99.82% | 99.82% |
02.07.2024 | 1.43% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'812 CHF | 35'312 CHF | 100.00% | 100.00% |