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 | 2.40% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'608 CHF | 21'108 CHF | 99.57% | 99.57% |
12.07.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'258 CHF | 21'758 CHF | 99.51% | 99.51% |
11.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'832 CHF | 21'332 CHF | 99.48% | 99.48% |
10.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'543 CHF | 22'043 CHF | 99.52% | 99.52% |
09.07.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'057 CHF | 22'557 CHF | 99.52% | 99.52% |
08.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 21'195 CHF | 21'645 CHF | 99.54% | 99.54% |
05.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'169 CHF | 24'669 CHF | 99.07% | 99.07% |
04.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'220 CHF | 25'820 CHF | 99.56% | 99.56% |
03.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 21'255 CHF | 21'955 CHF | 99.55% | 99.55% |
02.07.2024 | 3.59% | 0.28 CHF | 0.29 CHF | 70'000 | 70'000 | 64'039 | 64'039 | 17'514 CHF | 18'155 CHF | 99.52% | 99.52% |