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 | 1.79% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'935 CHF | 28'441 CHF | 100.00% | 100.00% |
12.07.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'911 CHF | 29'441 CHF | 100.00% | 100.00% |
11.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'443 CHF | 34'043 CHF | 100.00% | 100.00% |
10.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'249 CHF | 31'849 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'627 CHF | 31'227 CHF | 100.00% | 100.00% |
08.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'695 CHF | 31'295 CHF | 100.00% | 100.00% |
05.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'699 CHF | 32'299 CHF | 100.00% | 100.00% |
04.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'192 CHF | 26'692 CHF | 100.00% | 100.00% |
03.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'234 CHF | 28'734 CHF | 100.00% | 100.00% |
02.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'590 CHF | 32'090 CHF | 100.00% | 100.00% |