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 | 106'201 | 50'000 | 52'351 CHF | 25'166 CHF | 99.77% | 99.77% |
12.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 101'895 | 49'990 | 50'750 CHF | 25'407 CHF | 97.74% | 97.74% |
11.07.2024 | 2.63% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 97'227 | 47'554 | 48'682 CHF | 24'338 CHF | 96.06% | 96.06% |
10.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 101'031 | 50'000 | 50'835 CHF | 25'665 CHF | 100.00% | 100.00% |
09.07.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 106'237 | 50'000 | 52'454 CHF | 25'208 CHF | 99.99% | 99.99% |
08.07.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'460 CHF | 23'891 CHF | 100.00% | 100.00% |
05.07.2024 | 2.14% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 112'706 | 49'983 | 52'244 CHF | 23'697 CHF | 91.75% | 91.75% |
04.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'796 CHF | 24'044 CHF | 54.63% | 54.63% |
03.07.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 105'661 | 50'000 | 52'001 CHF | 25'126 CHF | 98.08% | 98.08% |
02.07.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 101'696 | 50'000 | 52'068 CHF | 26'119 CHF | 100.00% | 100.00% |