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 | 2.10% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 47'159 CHF | 48'151 CHF | 100.00% | 100.00% |
12.07.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 46'755 CHF | 47'747 CHF | 100.00% | 100.00% |
11.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 48'015 CHF | 49'007 CHF | 99.99% | 99.99% |
10.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 51'927 CHF | 52'918 CHF | 100.00% | 100.00% |
09.07.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'057 | 99'057 | 49'799 CHF | 50'791 CHF | 99.60% | 99.60% |
08.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 53'095 CHF | 54'087 CHF | 100.00% | 100.00% |
05.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 53'141 CHF | 54'133 CHF | 100.00% | 100.00% |
04.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 54'336 CHF | 55'327 CHF | 100.00% | 100.00% |
03.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 96'000 | 96'000 | 94'664 | 94'664 | 52'773 CHF | 53'721 CHF | 100.00% | 100.00% |
02.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 63'733 CHF | 64'724 CHF | 100.00% | 100.00% |