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 | 1.78% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'526 CHF | 39'216 CHF | 99.68% | 99.68% |
12.07.2024 | 2.08% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'458 CHF | 36'197 CHF | 99.01% | 99.01% |
11.07.2024 | 2.10% | 0.69 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'942 CHF | 33'639 CHF | 99.09% | 99.09% |
10.07.2024 | 2.51% | 0.62 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'738 CHF | 30'494 CHF | 100.00% | 100.00% |
09.07.2024 | 2.48% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'954 CHF | 30'705 CHF | 100.00% | 100.00% |
08.07.2024 | 2.08% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'816 CHF | 30'442 CHF | 100.00% | 100.00% |
05.07.2024 | 2.46% | 0.55 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'390 CHF | 28'072 CHF | 98.98% | 98.98% |
04.07.2024 | 2.71% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'856 CHF | 24'510 CHF | 100.00% | 100.00% |
03.07.2024 | 2.72% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'419 CHF | 23'036 CHF | 97.26% | 97.26% |
02.07.2024 | 3.97% | 0.38 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'275 CHF | 17'972 CHF | 100.00% | 100.00% |