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% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'317 CHF | 53'317 CHF | 99.75% | 99.75% |
12.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 99'965 | 99'965 | 51'725 CHF | 52'725 CHF | 98.93% | 98.93% |
11.07.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 102'244 | 99'069 | 51'517 CHF | 50'975 CHF | 97.80% | 97.80% |
10.07.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 107'462 | 100'000 | 52'296 CHF | 49'697 CHF | 99.99% | 99.99% |
09.07.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 109'555 | 100'000 | 53'095 CHF | 49'471 CHF | 100.00% | 100.00% |
08.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'596 CHF | 48'815 CHF | 100.00% | 100.00% |
05.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 103'571 | 99'969 | 51'400 CHF | 50'635 CHF | 98.91% | 98.91% |
04.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'199 | 100'000 | 52'497 CHF | 50'464 CHF | 97.97% | 97.97% |
03.07.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'801 | 100'000 | 52'567 CHF | 50'243 CHF | 99.41% | 99.41% |
02.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'810 | 100'000 | 51'522 CHF | 47'507 CHF | 100.00% | 100.00% |