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 | 2.72% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'974 CHF | 24'636 CHF | 99.68% | 99.68% |
12.07.2024 | 2.55% | 0.49 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'110 CHF | 27'803 CHF | 99.01% | 99.01% |
11.07.2024 | 2.49% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'616 CHF | 30'361 CHF | 99.09% | 99.09% |
10.07.2024 | 1.74% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'862 CHF | 33'438 CHF | 100.00% | 100.00% |
09.07.2024 | 2.13% | 0.69 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'643 CHF | 33'345 CHF | 100.00% | 100.00% |
08.07.2024 | 2.01% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'924 CHF | 33'591 CHF | 100.00% | 100.00% |
05.07.2024 | 1.96% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'309 CHF | 36'008 CHF | 98.98% | 98.98% |
04.07.2024 | 1.75% | 0.77 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'919 CHF | 39'608 CHF | 100.00% | 100.00% |
03.07.2024 | 1.73% | 0.82 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'358 CHF | 41'063 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 0.87 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'494 CHF | 46'151 CHF | 100.00% | 100.00% |