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 | 2.64% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 99'064 | 97'893 | 37'487 CHF | 38'029 CHF | 99.58% | 99.71% |
12.07.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 99'332 | 99'132 | 39'685 CHF | 40'598 CHF | 98.48% | 99.95% |
11.07.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 99'321 | 98'727 | 42'457 CHF | 43'202 CHF | 98.35% | 99.40% |
10.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 100'000 | 100'000 | 99'075 | 98'062 | 45'749 CHF | 46'264 CHF | 99.61% | 99.92% |
09.07.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 99'072 | 98'475 | 46'032 CHF | 46'741 CHF | 99.13% | 99.89% |
08.07.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 99'077 | 97'967 | 44'571 CHF | 45'059 CHF | 99.73% | 99.92% |
05.07.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 99'325 | 98'295 | 46'001 CHF | 46'508 CHF | 99.37% | 99.85% |
04.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 99'075 | 98'020 | 48'508 CHF | 48'972 CHF | 99.65% | 99.91% |
03.07.2024 | 1.92% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 98'949 | 98'404 | 51'710 CHF | 52'414 CHF | 87.53% | 99.81% |
02.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'075 | 98'429 | 55'566 CHF | 56'193 CHF | 99.13% | 99.91% |