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 | 1.75% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 90'477 | 50'000 | 51'211 CHF | 28'807 CHF | 99.77% | 99.77% |
12.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 89'981 | 49'990 | 51'553 CHF | 29'141 CHF | 97.74% | 97.74% |
11.07.2024 | 2.30% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 87'129 | 47'616 | 50'084 CHF | 27'896 CHF | 97.10% | 97.10% |
10.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 51'988 CHF | 29'382 CHF | 100.00% | 100.00% |
09.07.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'334 | 50'000 | 51'363 CHF | 28'933 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 99'492 | 50'000 | 54'081 CHF | 27'683 CHF | 100.00% | 100.00% |
05.07.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 99'962 | 49'983 | 53'972 CHF | 27'487 CHF | 90.82% | 90.82% |
04.07.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'126 | 50'000 | 54'148 CHF | 27'819 CHF | 96.33% | 96.33% |
03.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'841 | 50'000 | 51'534 CHF | 28'873 CHF | 98.07% | 98.07% |
02.07.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'972 CHF | 29'929 CHF | 100.00% | 100.00% |