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 | 2.50% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'512 CHF | 40'512 CHF | 100.00% | 100.00% |
12.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 38'930 CHF | 39'930 CHF | 97.77% | 97.77% |
11.07.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'995 CHF | 40'995 CHF | 84.82% | 84.82% |
10.07.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'342 CHF | 43'342 CHF | 99.78% | 99.78% |
09.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'354 CHF | 45'354 CHF | 100.00% | 100.00% |
08.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'577 CHF | 43'577 CHF | 98.99% | 98.99% |
05.07.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'327 CHF | 42'327 CHF | 100.00% | 100.00% |
04.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'656 CHF | 42'656 CHF | 98.16% | 98.16% |
03.07.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'833 CHF | 43'833 CHF | 100.00% | 100.00% |
02.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'512 CHF | 45'512 CHF | 100.00% | 100.00% |