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 | 2.33% | 0.64 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'136 CHF | 31'868 CHF | 99.68% | 99.68% |
12.07.2024 | 2.13% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'303 CHF | 35'042 CHF | 99.01% | 99.01% |
11.07.2024 | 1.87% | 0.70 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'861 CHF | 37'558 CHF | 99.08% | 99.08% |
10.07.2024 | 1.88% | 0.77 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'006 CHF | 40'762 CHF | 100.00% | 100.00% |
09.07.2024 | 1.75% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'845 CHF | 40'546 CHF | 100.00% | 100.00% |
08.07.2024 | 1.80% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'091 CHF | 40'817 CHF | 100.00% | 100.00% |
05.07.2024 | 1.63% | 0.84 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'536 CHF | 43'237 CHF | 98.98% | 98.98% |
04.07.2024 | 1.54% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'144 CHF | 46'861 CHF | 100.00% | 100.00% |
03.07.2024 | 1.45% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'607 CHF | 48'302 CHF | 100.00% | 100.00% |
02.07.2024 | 1.19% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'786 CHF | 53'418 CHF | 100.00% | 100.00% |