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 | 2.23% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'899 | 100'000 | 53'215 CHF | 45'385 CHF | 99.75% | 99.75% |
12.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 115'669 | 99'965 | 52'611 CHF | 46'494 CHF | 98.90% | 98.90% |
11.07.2024 | 2.26% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'759 | 99'069 | 50'996 CHF | 47'462 CHF | 97.79% | 97.79% |
10.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'254 | 100'000 | 52'214 CHF | 49'716 CHF | 99.99% | 99.99% |
09.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 105'766 | 100'000 | 52'160 CHF | 50'343 CHF | 99.94% | 99.94% |
08.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'105 | 100'000 | 51'160 CHF | 51'128 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 108'641 | 99'972 | 53'279 CHF | 50'040 CHF | 98.93% | 98.93% |
04.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 106'051 | 100'000 | 52'092 CHF | 50'152 CHF | 99.01% | 99.01% |
03.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 104'952 | 100'000 | 51'959 CHF | 50'536 CHF | 99.40% | 99.40% |
02.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'436 CHF | 53'436 CHF | 100.00% | 100.00% |