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 | 1.89% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'502 CHF | 26'751 CHF | 99.78% | 99.78% |
12.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 99'978 | 49'990 | 52'970 CHF | 26'986 CHF | 97.74% | 97.74% |
11.07.2024 | 2.45% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 94'561 | 47'583 | 50'396 CHF | 25'853 CHF | 97.19% | 97.19% |
10.07.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'543 CHF | 27'272 CHF | 100.00% | 100.00% |
09.07.2024 | 1.88% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'936 | 50'000 | 52'635 CHF | 26'835 CHF | 100.00% | 100.00% |
08.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 101'522 | 50'000 | 50'909 CHF | 25'581 CHF | 100.00% | 100.00% |
05.07.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 102'827 | 49'985 | 51'061 CHF | 25'353 CHF | 91.78% | 91.78% |
04.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'273 | 50'000 | 50'400 CHF | 25'633 CHF | 98.06% | 98.06% |
03.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'475 CHF | 26'738 CHF | 98.07% | 98.07% |
02.07.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 97'613 | 50'000 | 53'231 CHF | 27'790 CHF | 100.00% | 100.00% |