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 | 2.04% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'784 CHF | 36'520 CHF | 99.68% | 99.68% |
12.07.2024 | 1.82% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'962 CHF | 39'678 CHF | 99.01% | 99.01% |
11.07.2024 | 1.52% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'524 CHF | 42'158 CHF | 99.08% | 99.08% |
10.07.2024 | 1.66% | 0.87 CHF | 0.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'615 CHF | 45'362 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'468 CHF | 45'168 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.91 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'684 CHF | 45'424 CHF | 100.00% | 100.00% |
05.07.2024 | 1.47% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'110 CHF | 47'809 CHF | 98.98% | 98.98% |
04.07.2024 | 1.35% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'730 CHF | 51'419 CHF | 100.00% | 100.00% |
03.07.2024 | 1.30% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'175 CHF | 52'858 CHF | 100.00% | 100.00% |
02.07.2024 | 1.23% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'286 CHF | 57'994 CHF | 100.00% | 100.00% |