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 | 1.74% | 0.85 CHF | 0.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'526 CHF | 44'288 CHF | 99.68% | 99.68% |
12.07.2024 | 1.82% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'458 CHF | 41'198 CHF | 99.01% | 99.01% |
11.07.2024 | 2.01% | 0.79 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'942 CHF | 38'712 CHF | 99.09% | 99.09% |
10.07.2024 | 2.12% | 0.72 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'815 CHF | 35'562 CHF | 100.00% | 100.00% |
09.07.2024 | 1.91% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'032 CHF | 35'705 CHF | 100.00% | 100.00% |
08.07.2024 | 1.78% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'816 CHF | 35'442 CHF | 100.00% | 100.00% |
05.07.2024 | 1.98% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'492 CHF | 33'142 CHF | 98.98% | 98.98% |
04.07.2024 | 2.36% | 0.58 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'892 CHF | 29'581 CHF | 100.00% | 100.00% |
03.07.2024 | 2.54% | 0.53 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'437 CHF | 28'142 CHF | 100.00% | 100.00% |
02.07.2024 | 2.59% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'421 CHF | 23'006 CHF | 100.00% | 100.00% |