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 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 104'998 | 104'998 | 54'187 CHF | 55'237 CHF | 99.79% | 99.79% |
12.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 105'000 | 105'000 | 103'895 | 103'895 | 54'201 CHF | 55'240 CHF | 99.40% | 99.40% |
11.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 105'000 | 105'000 | 103'939 | 103'939 | 53'943 CHF | 54'984 CHF | 99.16% | 99.16% |
10.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 105'000 | 105'000 | 103'943 | 103'943 | 54'286 CHF | 55'326 CHF | 99.43% | 99.43% |
09.07.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 50'721 CHF | 51'771 CHF | 99.55% | 99.55% |
08.07.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 52'366 CHF | 53'416 CHF | 98.89% | 98.89% |
05.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 49'744 CHF | 50'794 CHF | 97.96% | 97.96% |
04.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 105'000 | 105'000 | 105'000 | 105'000 | 48'061 CHF | 49'111 CHF | 99.50% | 99.50% |
03.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 110'000 | 110'000 | 108'854 | 108'854 | 47'899 CHF | 48'987 CHF | 99.01% | 99.01% |
02.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 45'589 CHF | 46'689 CHF | 84.20% | 84.20% |