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 | 3.68% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'636 CHF | 20'368 CHF | 99.68% | 99.68% |
12.07.2024 | 3.02% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'769 CHF | 23'462 CHF | 99.01% | 99.01% |
11.07.2024 | 2.99% | 0.47 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'289 CHF | 26'058 CHF | 99.09% | 99.09% |
10.07.2024 | 2.59% | 0.54 CHF | 0.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'438 CHF | 29'185 CHF | 100.00% | 100.00% |
09.07.2024 | 2.45% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'345 CHF | 29'046 CHF | 100.00% | 100.00% |
08.07.2024 | 2.51% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'591 CHF | 29'317 CHF | 100.00% | 100.00% |
05.07.2024 | 2.00% | 0.61 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'036 CHF | 31'664 CHF | 98.98% | 98.98% |
04.07.2024 | 2.05% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'644 CHF | 35'361 CHF | 100.00% | 100.00% |
03.07.2024 | 1.91% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'107 CHF | 36'802 CHF | 100.00% | 100.00% |
02.07.2024 | 1.66% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'225 CHF | 41'918 CHF | 100.00% | 100.00% |