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 | 1.35% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'980 CHF | 48'632 CHF | 99.68% | 99.68% |
12.07.2024 | 1.65% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'890 CHF | 45'631 CHF | 99.01% | 99.01% |
11.07.2024 | 1.59% | 0.88 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'373 CHF | 43'050 CHF | 98.52% | 98.52% |
10.07.2024 | 1.89% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'138 CHF | 39'885 CHF | 100.00% | 100.00% |
09.07.2024 | 2.01% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'357 CHF | 40'155 CHF | 100.00% | 100.00% |
08.07.2024 | 1.83% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'184 CHF | 39'909 CHF | 100.00% | 100.00% |
05.07.2024 | 1.77% | 0.74 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'836 CHF | 37'492 CHF | 98.98% | 98.98% |
04.07.2024 | 1.99% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'270 CHF | 33'938 CHF | 100.00% | 100.00% |
03.07.2024 | 1.91% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'825 CHF | 32'437 CHF | 100.00% | 100.00% |
02.07.2024 | 2.61% | 0.57 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'714 CHF | 27'421 CHF | 100.00% | 100.00% |