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 | 2.02% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 108'528 | 100'000 | 53'143 CHF | 49'981 CHF | 99.75% | 99.75% |
12.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 101'201 | 99'965 | 50'841 CHF | 51'236 CHF | 98.93% | 98.93% |
11.07.2024 | 2.05% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 99'069 | 99'069 | 51'230 CHF | 52'235 CHF | 97.80% | 97.80% |
10.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'541 CHF | 54'541 CHF | 99.99% | 99.99% |
09.07.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'977 CHF | 54'977 CHF | 99.99% | 99.99% |
08.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'852 CHF | 55'852 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 99'969 | 99'969 | 53'554 CHF | 54'554 CHF | 98.94% | 98.94% |
04.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'995 CHF | 54'995 CHF | 87.99% | 87.99% |
03.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'302 CHF | 55'302 CHF | 99.42% | 99.42% |
02.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'117 CHF | 58'117 CHF | 100.00% | 100.00% |