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 | 2.49% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'320 CHF | 22'881 CHF | 99.72% | 99.72% |
12.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'262 CHF | 24'762 CHF | 99.01% | 99.01% |
11.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'466 CHF | 25'986 CHF | 99.09% | 99.09% |
10.07.2024 | 2.26% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'868 CHF | 24'413 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'603 CHF | 26'103 CHF | 100.00% | 100.00% |
08.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'012 CHF | 27'512 CHF | 100.00% | 100.00% |
05.07.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'508 CHF | 23'008 CHF | 98.86% | 98.86% |
04.07.2024 | 2.82% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'271 CHF | 20'848 CHF | 100.00% | 100.00% |
03.07.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'558 CHF | 20'058 CHF | 99.82% | 99.82% |
02.07.2024 | 3.21% | 0.40 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'586 CHF | 19'190 CHF | 100.00% | 100.00% |