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 | 1.92% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 100'311 | 50'000 | 51'723 CHF | 26'285 CHF | 99.77% | 99.77% |
12.07.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 99'978 | 49'990 | 52'754 CHF | 26'878 CHF | 97.74% | 97.74% |
11.07.2024 | 2.52% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 94'923 | 47'582 | 49'801 CHF | 25'466 CHF | 97.19% | 97.19% |
10.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'688 CHF | 26'844 CHF | 100.00% | 100.00% |
09.07.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'307 CHF | 26'654 CHF | 100.00% | 100.00% |
08.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 105'228 | 50'000 | 52'193 CHF | 25'315 CHF | 100.00% | 100.00% |
05.07.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 103'277 | 49'983 | 50'883 CHF | 25'157 CHF | 91.78% | 91.78% |
04.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 102'483 | 50'000 | 51'205 CHF | 25'494 CHF | 68.21% | 68.21% |
03.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'001 | 50'000 | 51'570 CHF | 26'285 CHF | 98.07% | 98.07% |
02.07.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 98'581 | 50'000 | 52'914 CHF | 27'354 CHF | 100.00% | 100.00% |