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 | 1.40% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'536 CHF | 36'036 CHF | 100.00% | 100.00% |
12.07.2024 | 1.42% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'939 CHF | 35'439 CHF | 100.00% | 100.00% |
11.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'452 CHF | 40'052 CHF | 100.00% | 100.00% |
10.07.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'014 CHF | 37'614 CHF | 100.00% | 100.00% |
09.07.2024 | 1.52% | 0.59 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'745 CHF | 33'245 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 0.68 CHF | 0.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'770 CHF | 37'270 CHF | 100.00% | 100.00% |
05.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 36'428 CHF | 36'928 CHF | 100.00% | 100.00% |
04.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'834 CHF | 36'334 CHF | 100.00% | 100.00% |
03.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'721 CHF | 36'221 CHF | 100.00% | 100.00% |
02.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50'000 | 50'000 | 47'009 | 47'009 | 31'310 CHF | 31'780 CHF | 100.00% | 100.00% |