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 | 2.01% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 106'175 | 50'000 | 52'399 CHF | 25'194 CHF | 99.70% | 99.70% |
12.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 101'749 | 49'990 | 50'699 CHF | 25'417 CHF | 97.74% | 97.74% |
11.07.2024 | 2.53% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 98'095 | 47'892 | 49'129 CHF | 24'514 CHF | 96.39% | 96.39% |
10.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'392 | 50'000 | 51'534 CHF | 25'437 CHF | 100.00% | 100.00% |
09.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 106'019 | 50'000 | 52'392 CHF | 25'229 CHF | 99.99% | 99.99% |
08.07.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'550 CHF | 23'932 CHF | 100.00% | 100.00% |
05.07.2024 | 2.14% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 112'684 | 49'985 | 52'272 CHF | 23'714 CHF | 91.78% | 91.78% |
04.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'825 CHF | 24'057 CHF | 54.61% | 54.61% |
03.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 105'614 | 50'000 | 52'003 CHF | 25'138 CHF | 98.07% | 98.07% |
02.07.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 101'968 | 50'000 | 51'779 CHF | 25'912 CHF | 99.97% | 99.97% |