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 | 7.18% | 0.22 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'974 CHF | 10'712 CHF | 99.68% | 99.68% |
12.07.2024 | 4.78% | 0.21 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'178 CHF | 13'803 CHF | 99.01% | 99.01% |
11.07.2024 | 4.40% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'658 CHF | 16'361 CHF | 99.08% | 99.08% |
10.07.2024 | 3.23% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'887 CHF | 19'506 CHF | 100.00% | 100.00% |
09.07.2024 | 3.57% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'668 CHF | 19'345 CHF | 100.00% | 100.00% |
08.07.2024 | 3.46% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'924 CHF | 19'591 CHF | 100.00% | 100.00% |
05.07.2024 | 3.12% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'359 CHF | 22'036 CHF | 98.98% | 98.98% |
04.07.2024 | 2.58% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'990 CHF | 25'644 CHF | 100.00% | 100.00% |
03.07.2024 | 2.59% | 0.54 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'413 CHF | 27'107 CHF | 100.00% | 100.00% |
02.07.2024 | 2.20% | 0.59 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'528 CHF | 32'225 CHF | 100.00% | 100.00% |